Kyushu Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.60% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1021 | 15.44 | |
| 0.6993 | 67.44 | |
| 0.0808 | 7.45 | |
| 0.3889 | 0.22 | |
| 0.7790 | 0.22 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 25, 2016 to Feb 13, 2026
Oct 25, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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