Shofu Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.35% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1858 | 18.13 | |
| 0.6883 | 55.98 | |
| -0.0037 | -0.29 | |
| 0.0133 | 3.51 | |
| 0.0278 | 4.38 | |
| 0.9693 | 134.28 |
Estimation Period:
Feb 21, 1997 to Feb 13, 2026
Feb 21, 1997 to Feb 13, 2026
News Impact Curve
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