Bank of Nagoya Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.20% (-7.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1480 | 29.23 | |
| 0.6529 | 56.09 | |
| 0.0327 | 3.56 | |
| 0.0285 | 2.93 | |
| 0.0390 | 5.90 | |
| 0.9559 | 119.83 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Nagoya Ltd/The Analyses
Other MF2-GARCH Analyses on International Equities