Matsukiyococokara & Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.08% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 12.30 | |
| 0.0635 | 25.29 | |
| 0.9203 | 275.38 | |
| 0.4555 | 7.89 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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