Toyobo Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.90% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0822 | 18.68 | |
| 0.6304 | 39.96 | |
| 0.1276 | 13.93 | |
| 0.0447 | 2.36 | |
| 0.0545 | 3.46 | |
| 0.9362 | 53.12 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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