Itokuro Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.93% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2653 | 17.86 | |
| 0.2019 | 9.84 | |
| 0.4302 | 10.59 | |
| 0.0000 | 0.00 | |
| 0.0062 | 2.23 | |
| 0.9934 | 270.62 |
Estimation Period:
Jul 30, 2015 to Feb 13, 2026
Jul 30, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities