Keikyu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.46% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1000 | 22.44 | |
| 0.8162 | 180.89 | |
| 0.0493 | 6.95 | |
| 0.0243 | 7.27 | |
| 0.0373 | 7.93 | |
| 0.9537 | 157.81 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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