Bunka Shutter Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.02% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1492 | 24.95 | |
| 0.5493 | 38.90 | |
| 0.0410 | 4.80 | |
| 0.0356 | 2.38 | |
| 0.0440 | 4.11 | |
| 0.9484 | 75.95 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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