Itoki Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.56% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0779 | 17.45 | |
| 0.6623 | 32.27 | |
| 0.0920 | 11.34 | |
| 2.0284 | 0.50 | |
| 0.3901 | 0.46 | |
| 0.2922 | 0.19 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities