AGC Inc/Japan MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.32% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0542 | 19.58 | |
| 0.8175 | 112.21 | |
| 0.0695 | 16.21 | |
| 0.0586 | 3.11 | |
| 0.0545 | 2.82 | |
| 0.9300 | 38.97 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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