SCREEN Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0272 | 19.49 | |
| 0.9462 | 398.91 | |
| 0.0305 | 12.62 | |
| 7.4073 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.1466 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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