Maruchiyo Yamaoka Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.15% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3545 | 24.70 | |
| 0.4791 | 34.33 | |
| -0.0860 | -4.15 | |
| 0.0068 | 2.50 | |
| 0.0414 | 6.03 | |
| 0.9586 | 122.42 |
Estimation Period:
Feb 21, 2006 to Feb 6, 2026
Feb 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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