Minami Nippon Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.54% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1077 | 5.88 | |
| 0.8177 | 40.73 | |
| 0.0310 | 1.87 | |
| 0.0023 | 1.55 | |
| 0.0918 | 1.71 | |
| 0.9082 | 16.75 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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