Shibuya Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.38% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1108 | 19.97 | |
| 0.6494 | 34.52 | |
| 0.0108 | 1.39 | |
| 1.3701 | 0.26 | |
| 0.5157 | 0.26 | |
| 0.2370 | 0.08 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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