Takashima & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.20% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1439 | 20.91 | |
| 0.6286 | 54.32 | |
| 0.1041 | 8.78 | |
| 0.0081 | 2.05 | |
| 0.0196 | 4.75 | |
| 0.9799 | 229.86 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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