Shikibo Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.15% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0986 | 18.62 | |
| 0.8068 | 101.85 | |
| 0.0632 | 6.92 | |
| 0.0000 | 0.00 | |
| 0.0051 | 8.01 | |
| 0.9947 | 1,443.67 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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