IBJ Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.61% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0711 | 2.35 | |
| 0.0000 | 0.00 | |
| 0.1845 | 3.43 | |
| 0.6118 | 0.12 | |
| 0.1188 | 0.24 | |
| 0.7900 | 0.60 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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