Tokyu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.30% (+12.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1108 | 27.72 | |
| 0.7207 | 67.08 | |
| 0.0460 | 6.44 | |
| 0.0210 | 3.70 | |
| 0.0326 | 5.62 | |
| 0.9614 | 143.45 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities