Kyokuto Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.09% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0639 | 17.11 | |
| 0.7497 | 81.64 | |
| 0.0954 | 15.12 | |
| 0.9479 | 2.91 | |
| 0.7961 | 3.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 20, 2005 to Feb 13, 2026
Apr 20, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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