Tokyu Fudosan Holdings Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.56% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0416 | 10.50 | |
| 0.7951 | 61.79 | |
| 0.1280 | 12.99 | |
| 0.5399 | 0.76 | |
| 0.1126 | 0.66 | |
| 0.7391 | 2.01 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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