Sugita ACE Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.30% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3005 | 15.31 | |
| 0.5682 | 29.21 | |
| -0.1233 | -4.93 | |
| 0.0011 | 1.12 | |
| 0.0081 | 3.14 | |
| 0.9919 | 344.29 |
Estimation Period:
Feb 25, 2000 to Feb 13, 2026
Feb 25, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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