Kyodo Public Relations Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.69% (+13.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2743 | 20.43 | |
| 0.5420 | 32.08 | |
| -0.1058 | -5.77 | |
| 0.1053 | 1.51 | |
| 0.0302 | 2.12 | |
| 0.9593 | 45.41 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Kyodo Public Relations Co Analyses
Other MF2-GARCH Analyses on International Equities