Dmg Mori Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.46% (+4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0492 | 17.27 | |
| 0.8463 | 145.04 | |
| 0.0787 | 15.31 | |
| 0.0799 | 2.80 | |
| 0.0158 | 3.30 | |
| 0.9727 | 109.64 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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