Hyakujushi Bank Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.49% (+20.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0617 | 15.02 | |
| 0.6984 | 37.52 | |
| 0.1072 | 16.18 | |
| 0.1016 | 1.61 | |
| 0.0557 | 2.27 | |
| 0.9173 | 23.97 |
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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