Valuenex Japan Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.34% (+11.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.5261 | 22.10 | |
| 0.4066 | 26.99 | |
| -0.1791 | -5.53 | |
| 3.6635 | 3.40 | |
| 0.8244 | 6.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 30, 2018 to Feb 13, 2026
Oct 30, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Valuenex Japan Inc Analyses
Other MF2-GARCH Analyses on International Equities