IHI Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.98% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0824 | 22.30 | |
| 0.7495 | 61.05 | |
| 0.0871 | 13.81 | |
| 0.1682 | 3.51 | |
| 0.0580 | 3.13 | |
| 0.9196 | 37.52 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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