Saikaya Department Store Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.34% (-10.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2554 | 17.41 | |
| 0.6874 | 57.17 | |
| -0.1333 | -7.08 | |
| 1.2435 | 4.74 | |
| 0.9670 | 17.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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