Itcenpns Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.53% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3286 | 25.77 | |
| 0.5538 | 29.46 | |
| -0.1507 | -10.05 | |
| 1.6838 | 1.48 | |
| 0.1656 | 1.29 | |
| 0.7618 | 4.15 |
Estimation Period:
Nov 29, 2016 to Feb 6, 2026
Nov 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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