SBI Holdings Inc/Japan MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.13% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1131 | 18.71 | |
| 0.5775 | 33.47 | |
| 0.1254 | 10.59 | |
| 0.0871 | 2.28 | |
| 0.0782 | 3.29 | |
| 0.9132 | 35.26 |
Estimation Period:
Dec 15, 2000 to Feb 10, 2026
Dec 15, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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