Chubu Steel Plate Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.05% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1452 | 28.90 | |
| 0.6827 | 77.64 | |
| 0.0485 | 5.99 | |
| 0.0023 | 2.76 | |
| 0.0140 | 9.37 | |
| 0.9856 | 601.71 |
Estimation Period:
Oct 28, 1993 to Feb 6, 2026
Oct 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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