Marubun Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.66% (+5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0594 | 11.34 | |
| 0.5223 | 27.81 | |
| 0.2157 | 18.41 | |
| 0.1207 | 1.36 | |
| 0.0817 | 1.82 | |
| 0.9031 | 17.92 |
Estimation Period:
Mar 20, 1997 to Feb 13, 2026
Mar 20, 1997 to Feb 13, 2026
News Impact Curve
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