Mortgage Service Japan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.05% (-10.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5344 | 24.33 | |
| 0.0000 | 0.00 | |
| -0.3227 | -9.11 | |
| 0.4977 | 0.65 | |
| 0.5643 | 0.94 | |
| 0.3998 | 0.59 |
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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