Ichiyoshi Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.38% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1166 | 28.81 | |
| 0.7273 | 82.15 | |
| 0.0481 | 7.16 | |
| 1.0578 | 3.98 | |
| 0.8643 | 17.64 | |
| 0.0000 | 0.00 |
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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