Ichiyoshi Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.78% (-5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1849 | 12.66 | |
| 0.3495 | 12.92 | |
| 0.0409 | 1.32 | |
| 0.0045 | 0.19 | |
| 0.0111 | 0.79 | |
| 0.9889 | 54.64 |
Estimation Period:
Jan 20, 2021 to Feb 6, 2026
Jan 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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