Tomoe Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.04% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0968 | 19.50 | |
| 0.7589 | 90.88 | |
| 0.0772 | 9.79 | |
| 0.0825 | 2.60 | |
| 0.0672 | 3.25 | |
| 0.9235 | 37.11 |
Estimation Period:
Jan 19, 1990 to Feb 13, 2026
Jan 19, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities