Ryohin Keikaku Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.49% (-5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2060 | 1.42 | |
| 0.0761 | 1.61 | |
| -0.1975 | -1.43 | |
| 3.0672 | 0.08 | |
| 0.6711 | 0.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 20, 2018 to Feb 13, 2026
Sep 20, 2018 to Feb 13, 2026
News Impact Curve
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