Denka Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
53.71%
decreased by 8.59%
1 Week
51.21%
decreased by 11.09%
1 Month
48.71%
decreased by 13.59%
Analysis last updated: Thursday, May 21, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0652 | 12.63 | |
| 0.6067 | 57.85 | |
| 0.1862 | 21.91 | |
| 0.0195 | 2.51 | |
| 0.0198 | 3.32 | |
| 0.9766 | 155.28 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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