Oricon Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.37% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2405 | 22.44 | |
| 0.5744 | 45.11 | |
| 0.0160 | 0.84 | |
| 0.5169 | 2.56 | |
| 0.6381 | 3.78 | |
| 0.3619 | 2.14 |
Estimation Period:
Jan 31, 2001 to Feb 13, 2026
Jan 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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