Japan Creative Platform Grp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.15% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1992 | 24.99 | |
| 0.5549 | 36.77 | |
| -0.0357 | -3.18 | |
| 0.8392 | 2.39 | |
| 0.8166 | 13.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 14, 1998 to Feb 10, 2026
Oct 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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