UMENOHANA GROUP CO LTD MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.89% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6329 | 6,328,640.00 | |
| 0.1171 | 1,171,360.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.7964 | 38.91 | |
| 0.6570 | 34.59 | |
| 0.0000 | 0.00 |
Estimation Period:
May 5, 1999 to Feb 10, 2026
May 5, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other UMENOHANA GROUP CO LTD Analyses
Other MF2-GARCH Analyses on International Equities