Denka Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.96% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0648 | 12.66 | |
| 0.6101 | 59.50 | |
| 0.1854 | 22.05 | |
| 0.0170 | 2.46 | |
| 0.0175 | 3.46 | |
| 0.9791 | 181.22 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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