Kotobuki Spirits Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.05% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2706 | 29.41 | |
| 0.5015 | 37.54 | |
| -0.0632 | -4.37 | |
| 0.0121 | 1.53 | |
| 0.0260 | 3.05 | |
| 0.9734 | 120.46 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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