Bank Of The Ryukyus MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.59% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2046 | 30.05 | |
| 0.4405 | 17.21 | |
| 0.0080 | 0.75 | |
| 0.3790 | 1.22 | |
| 0.2422 | 1.09 | |
| 0.6617 | 2.23 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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