Daiwa Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.09% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3184 | 22.22 | |
| 0.5328 | 35.32 | |
| -0.0756 | -2.95 | |
| 0.0013 | 0.72 | |
| 0.0134 | 5.40 | |
| 0.9866 | 318.48 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
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