Denka Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.70% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0647 | 12.65 | |
| 0.6100 | 59.45 | |
| 0.1852 | 22.02 | |
| 0.0170 | 2.46 | |
| 0.0175 | 3.45 | |
| 0.9791 | 181.12 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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