Tokyu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.45% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1117 | 27.91 | |
| 0.7204 | 66.88 | |
| 0.0445 | 6.24 | |
| 0.0217 | 3.74 | |
| 0.0325 | 5.58 | |
| 0.9614 | 142.79 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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