Katakura Chikkarin Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.31%
decreased by 0.91%
1 Week
64.12%
increased by 4.90%
1 Month
61.77%
increased by 2.55%
Analysis last updated: Thursday, May 21, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1254 | 15.93 | |
| 0.4253 | 26.22 | |
| 0.0734 | 6.06 | |
| 0.7449 | 1.18 | |
| 0.7938 | 3.35 | |
| 0.0642 | 0.18 |
Estimation Period:
Jan 5, 1990 to May 15, 2026
Jan 5, 1990 to May 15, 2026
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