Hoden Seimitsu Kako Kenkyush MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.44% (-8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2259 | 25.77 | |
| 0.3854 | 10.30 | |
| -0.0525 | -4.04 | |
| 0.9032 | 1.17 | |
| 0.2933 | 1.03 | |
| 0.6073 | 1.75 |
Estimation Period:
Nov 1, 1999 to Feb 10, 2026
Nov 1, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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