Daiichi Kigenso Kagaku-Kogyo MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:93.26% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1344 | 16.43 | |
| 0.5153 | 23.64 | |
| 0.0749 | 5.63 | |
| 0.0979 | 1.21 | |
| 0.0513 | 1.94 | |
| 0.9390 | 29.69 |
Estimation Period:
Dec 3, 2004 to Feb 13, 2026
Dec 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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