Sumida Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.60% (-8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1125 | 22.36 | |
| 0.5963 | 52.49 | |
| 0.1221 | 14.54 | |
| 0.0653 | 1.69 | |
| 0.0435 | 3.74 | |
| 0.9490 | 62.88 |
Estimation Period:
Aug 10, 1994 to Feb 10, 2026
Aug 10, 1994 to Feb 10, 2026
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