T Kawabe & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.68% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1750 | 18.41 | |
| 0.4604 | 21.64 | |
| 0.0386 | 2.05 | |
| 0.0926 | 0.78 | |
| 0.0388 | 1.44 | |
| 0.9510 | 27.82 |
Estimation Period:
Aug 9, 1994 to Feb 13, 2026
Aug 9, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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