Soda Nikka Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.98% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1238 | 24.47 | |
| 0.7027 | 73.64 | |
| 0.0471 | 6.40 | |
| 0.0023 | 2.66 | |
| 0.0144 | 6.73 | |
| 0.9853 | 430.66 |
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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