Kasumigaseki Capital Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.39% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1679 | 15.21 | |
| 0.3515 | 8.86 | |
| 0.0385 | 1.39 | |
| 4.0778 | 0.17 | |
| 0.0559 | 0.26 | |
| 0.6931 | 0.43 |
Estimation Period:
Nov 28, 2018 to Feb 10, 2026
Nov 28, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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