Kato Works Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.03% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1465 | 17.85 | |
| 0.5413 | 20.10 | |
| 0.0564 | 4.70 | |
| 0.3865 | 0.56 | |
| 0.0794 | 0.59 | |
| 0.8673 | 3.74 |
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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