Sakurajima Futo Kaisha Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.26% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2458 | 25.64 | |
| 0.5363 | 25.44 | |
| -0.0726 | -3.88 | |
| 0.1218 | 1.67 | |
| 0.0295 | 2.21 | |
| 0.9585 | 63.73 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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