Calbee Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.37% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1968 | 12.82 | |
| 0.1832 | 9.81 | |
| -0.0006 | -0.03 | |
| 0.0411 | 0.38 | |
| 0.0304 | 0.54 | |
| 0.9556 | 12.15 |
Estimation Period:
Mar 11, 2011 to Feb 10, 2026
Mar 11, 2011 to Feb 10, 2026
News Impact Curve
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