Koike-Ya Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.36% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2762 | 18.49 | |
| 0.6751 | 55.31 | |
| -0.0763 | -3.18 | |
| 0.0026 | 3.92 | |
| 0.0180 | 9.07 | |
| 0.9811 | 418.00 |
Estimation Period:
Jun 18, 2004 to Feb 10, 2026
Jun 18, 2004 to Feb 10, 2026
News Impact Curve
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