Pepper Food Service Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.18% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1920 | 19.36 | |
| 0.7693 | 82.53 | |
| -0.0723 | -4.94 | |
| 0.0030 | 0.60 | |
| 0.0060 | 2.24 | |
| 0.9939 | 284.46 |
Estimation Period:
Sep 21, 2006 to Feb 13, 2026
Sep 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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