Hakuhodo Dy Hldgs MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.30% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0181 | 4.96 | |
| 0.8092 | 61.49 | |
| 0.0882 | 13.90 | |
| 0.0731 | 0.84 | |
| 0.0298 | 1.10 | |
| 0.9494 | 19.08 |
Estimation Period:
Feb 18, 2005 to Feb 10, 2026
Feb 18, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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