Neojapan Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.05% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1023 | 11.43 | |
| 0.4858 | 17.12 | |
| 0.0894 | 6.01 | |
| 0.6079 | 0.68 | |
| 0.3348 | 1.46 | |
| 0.5985 | 2.07 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities