Ifis Japan Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.83% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 16.74 | |
| 0.1040 | 32.47 | |
| 0.8960 | 305.29 |
Estimation Period:
Sep 21, 2005 to Feb 10, 2026
Sep 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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