Kappa Create Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.97% (-8.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2189 | 17.39 | |
| 0.3958 | 26.03 | |
| 0.2814 | 11.56 | |
| 0.0162 | 1.91 | |
| 0.0313 | 4.49 | |
| 0.9659 | 123.67 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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