Maruichi Steel Tube Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.31% (+13.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0524 | 15.83 | |
| 0.8417 | 155.37 | |
| 0.0767 | 17.66 | |
| 0.0130 | 5.39 | |
| 0.0089 | 5.84 | |
| 0.9870 | 489.33 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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