Tohokushinsha Film Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.90% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1336 | 19.11 | |
| 0.6506 | 50.27 | |
| 0.0569 | 4.42 | |
| 0.0118 | 1.85 | |
| 0.0242 | 3.97 | |
| 0.9736 | 149.86 |
Estimation Period:
Oct 9, 2002 to Feb 13, 2026
Oct 9, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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