Daiwa Securities Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.95% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0605 | 19.55 | |
| 0.7818 | 85.19 | |
| 0.1070 | 19.94 | |
| 0.0268 | 5.44 | |
| 0.0365 | 5.61 | |
| 0.9592 | 136.41 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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