Matsuya Co Ltd (Dept Store) MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.89% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1102 | 22.27 | |
| 0.7482 | 60.02 | |
| 0.0093 | 1.31 | |
| 0.0368 | 2.64 | |
| 0.0164 | 4.12 | |
| 0.9788 | 185.77 |
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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