Matsukiyococokara & Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.63% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 12.09 | |
| 0.0569 | 22.16 | |
| 0.9295 | 283.04 |
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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