Sun A Kaken Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.21% (+13.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1561 | 23.38 | |
| 0.8223 | 110.33 | |
| 0.0162 | 1.63 | |
| 7.7941 | 0.99 | |
| 0.0000 | 0.00 | |
| 0.3603 | 0.48 |
Estimation Period:
Dec 4, 2000 to Feb 13, 2026
Dec 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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