Seven Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.75% (-4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0990 | 19.96 | |
| 0.6594 | 36.12 | |
| 0.1289 | 11.69 | |
| 0.0748 | 2.14 | |
| 0.0414 | 2.11 | |
| 0.9285 | 28.27 |
Estimation Period:
Feb 29, 2008 to Feb 10, 2026
Feb 29, 2008 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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