Kurogane Kosakusho Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.25% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3347 | 19.69 | |
| 0.5274 | 32.08 | |
| -0.0705 | -2.97 | |
| 0.1850 | 2.32 | |
| 0.0338 | 2.97 | |
| 0.9534 | 66.91 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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