Ensuiko Sugar Refining Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.08% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2589 | 27.58 | |
| 0.6261 | 53.91 | |
| -0.0659 | -4.88 | |
| 0.0111 | 3.09 | |
| 0.0171 | 6.09 | |
| 0.9820 | 317.61 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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