Shinkin Central Bank MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:-0.00% (-5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 9.9917 | 4.48 | |
| 1.0000 | 4.61 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 2000 to Jan 30, 2026
Dec 22, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Shinkin Central Bank Analyses
Other MF2-GARCH Analyses on International Equities