Maruhachi Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.68% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2381 | 25.68 | |
| 0.7170 | 71.79 | |
| -0.0410 | -2.44 | |
| 0.0007 | 1.07 | |
| 0.0120 | 10.63 | |
| 0.9880 | 806.49 |
Estimation Period:
Nov 23, 2004 to Feb 10, 2026
Nov 23, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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