Ifis Japan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.45% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2247 | 21.93 | |
| 0.6756 | 103.67 | |
| 0.0321 | 1.67 | |
| 0.0014 | 0.92 | |
| 0.0052 | 3.62 | |
| 0.9942 | 550.20 |
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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