Japan Wool Textile Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1112 | 19.85 | |
| 0.7043 | 82.31 | |
| 0.0860 | 11.66 | |
| 0.0044 | 3.34 | |
| 0.0068 | 5.72 | |
| 0.9919 | 685.01 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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