Japan Systembank Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:0.00% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.7499 | 7,499,480.00 | |
| 0.0001 | 520.00 | |
| 0.5000 | 5,000,000.00 | |
| 5.6448 | 56,447,600.00 | |
| 0.0000 | 100.00 | |
| 0.1530 | 1,529,970.00 |
Estimation Period:
Apr 13, 2023 to Feb 13, 2026
Apr 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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