Sanwa Holdings Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.20% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0563 | 21.44 | |
| 0.8251 | 156.36 | |
| 0.0882 | 20.41 | |
| 0.0243 | 5.77 | |
| 0.0310 | 5.68 | |
| 0.9633 | 148.68 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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