Suntory Beverage & Food Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.40% (+9.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2000 | 21.81 | |
| 0.4223 | 12.79 | |
| -0.0612 | -4.61 | |
| 0.5353 | 0.38 | |
| 0.2337 | 0.42 | |
| 0.5785 | 0.55 |
Estimation Period:
Jul 3, 2013 to Feb 6, 2026
Jul 3, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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