Ito Yogyo Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.49% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3547 | 22.21 | |
| 0.5687 | 45.16 | |
| -0.0828 | -2.54 | |
| 0.0133 | 1.84 | |
| 0.0159 | 6.30 | |
| 0.9841 | 328.69 |
Estimation Period:
Mar 15, 2000 to Feb 10, 2026
Mar 15, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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