Matsui Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.41% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1106 | 26.23 | |
| 0.7139 | 98.00 | |
| 0.0979 | 14.19 | |
| 0.0047 | 2.62 | |
| 0.0455 | 8.60 | |
| 0.9535 | 175.17 |
Estimation Period:
Aug 1, 2001 to Feb 10, 2026
Aug 1, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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