Monotaro Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
53.67%
decreased by 22.28%
1 Week
51.66%
decreased by 24.29%
1 Month
50.79%
decreased by 25.16%
Analysis last updated: Thursday, May 21, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2785 | 8.52 | |
| 0.2161 | 4.60 | |
| -0.2109 | -6.70 | |
| 3.9367 | 0.26 | |
| 0.6411 | 0.30 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 6, 2006 to May 15, 2026
Dec 6, 2006 to May 15, 2026
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