Daicel Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.65% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0595 | 16.80 | |
| 0.5892 | 55.76 | |
| 0.1456 | 19.56 | |
| 1.0749 | 0.61 | |
| 0.7727 | 0.66 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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