Okaya & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.78% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2153 | 20.32 | |
| 0.5204 | 31.07 | |
| 0.0752 | 3.82 | |
| 0.0217 | 2.49 | |
| 0.0460 | 4.14 | |
| 0.9493 | 79.03 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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