Suruga Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.61% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1113 | 20.64 | |
| 0.6783 | 57.96 | |
| 0.0855 | 9.03 | |
| 0.0255 | 3.31 | |
| 0.0278 | 5.24 | |
| 0.9676 | 166.03 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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