Credit Saison Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.71% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0448 | 16.52 | |
| 0.7936 | 90.16 | |
| 0.0924 | 16.86 | |
| 0.0259 | 2.61 | |
| 0.0349 | 4.50 | |
| 0.9611 | 107.83 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Credit Saison Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities