Yamada Servicer Synthetic Office MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.66% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.4851 | 17.24 | |
| 0.3700 | 19.00 | |
| -0.1585 | -3.69 | |
| 0.1267 | 1.23 | |
| 0.2671 | 3.47 | |
| 0.7329 | 8.56 |
Estimation Period:
Mar 25, 2002 to Feb 13, 2026
Mar 25, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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