Project Holdings Inc /Japan MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.24% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2035 | 9.29 | |
| 0.1789 | 7.13 | |
| 0.0509 | 2.05 | |
| 0.0000 | 0.00 | |
| 0.9980 | 4.12 | |
| 0.0000 | 0.01 |
Estimation Period:
Sep 29, 2021 to Feb 10, 2026
Sep 29, 2021 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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