Kokusai Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.00% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4604 | 19.47 | |
| 0.4744 | 40.85 | |
| -0.0821 | -2.19 | |
| 0.0092 | 3.84 | |
| 0.0178 | 8.00 | |
| 0.9821 | 364.02 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Kokusai Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities