Mitani Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.50% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1212 | 16.59 | |
| 0.5090 | 31.01 | |
| 0.1213 | 11.22 | |
| 0.0785 | 1.32 | |
| 0.0596 | 1.99 | |
| 0.9277 | 25.46 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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