Aichi Steel Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.89% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0459 | 20.45 | |
| 0.8944 | 198.81 | |
| 0.0579 | 14.26 | |
| 6.4722 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0015 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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