Toyo Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.87% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1258 | 30.24 | |
| 0.8005 | 167.06 | |
| 0.0045 | 0.67 | |
| 0.0516 | 3.84 | |
| 0.0117 | 4.52 | |
| 0.9817 | 233.56 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Toyo Securities Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities