Mortgage Service Japan Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.87% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 8.71 | |
| 0.1088 | 19.96 | |
| 0.8881 | 146.17 |
Estimation Period:
Dec 19, 2016 to Feb 10, 2026
Dec 19, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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