Okasan Securities Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.33% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1067 | 23.34 | |
| 0.7243 | 64.32 | |
| 0.0802 | 12.78 | |
| 0.0485 | 3.59 | |
| 0.0275 | 5.29 | |
| 0.9649 | 140.77 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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