Taiheiyo Cement Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.40% (+4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0619 | 22.64 | |
| 0.8385 | 207.14 | |
| 0.0936 | 21.05 | |
| 0.0343 | 8.66 | |
| 0.0280 | 7.81 | |
| 0.9667 | 227.52 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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