Kosei Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.83% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1483 | 25.04 | |
| 0.6956 | 54.06 | |
| 0.0457 | 4.47 | |
| 0.0823 | 4.91 | |
| 0.0253 | 4.78 | |
| 0.9654 | 142.07 |
Estimation Period:
Feb 27, 1991 to Feb 10, 2026
Feb 27, 1991 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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