Marusan Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.33% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1000 | 16.27 | |
| 0.6728 | 75.96 | |
| 0.0802 | 10.29 | |
| 0.8541 | 0.70 | |
| 0.8731 | 0.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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