Otsuka Shokai Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.85% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2274 | 20.02 | |
| 0.4527 | 24.71 | |
| -0.0472 | -2.85 | |
| 0.0468 | 1.32 | |
| 0.0167 | 2.30 | |
| 0.9733 | 72.58 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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