Yamanashi Chuo Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.78% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1125 | 14.05 | |
| 0.6604 | 59.08 | |
| 0.0509 | 5.29 | |
| 0.6824 | 0.75 | |
| 0.3575 | 0.74 | |
| 0.4751 | 0.67 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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