Tsugami Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.93% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0546 | 22.51 | |
| 0.9075 | 268.02 | |
| 0.0469 | 10.19 | |
| 6.6494 | 0.29 | |
| 0.0000 | 0.00 | |
| 0.4182 | 0.20 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities