Yagi & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.87% (-12.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1837 | 22.32 | |
| 0.7061 | 63.23 | |
| -0.0101 | -0.83 | |
| 0.0046 | 2.16 | |
| 0.0033 | 2.35 | |
| 0.9953 | 553.56 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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