Niitaka Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.90% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.3289 | 19.58 | |
| 0.4563 | 29.56 | |
| 0.1648 | 6.42 | |
| 0.1265 | 2.25 | |
| 0.1955 | 2.83 | |
| 0.7786 | 9.24 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Niitaka Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities