Mito Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.54% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0949 | 24.20 | |
| 0.8341 | 124.26 | |
| 0.0545 | 8.92 | |
| 3.9794 | 0.38 | |
| 0.0000 | 0.00 | |
| 0.5539 | 0.44 |
Estimation Period:
Jan 9, 1990 to Feb 10, 2026
Jan 9, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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