SCREEN Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.94% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0271 | 19.45 | |
| 0.9463 | 399.43 | |
| 0.0306 | 12.67 | |
| 7.4197 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.1445 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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