Sugimura Warehouse Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.78% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2170 | 24.44 | |
| 0.8125 | 115.04 | |
| -0.0988 | -7.77 | |
| 10.0000 | 0.10 | |
| 0.0000 | 0.00 | |
| 0.1632 | 0.02 |
Estimation Period:
Jan 29, 1999 to Feb 13, 2026
Jan 29, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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