Daito Koun Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
33.75%
increased by 4.39%
1 Week
36.11%
increased by 6.75%
1 Month
40.39%
increased by 11.03%
Analysis last updated: Friday, June 12, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2133 | 16.22 | |
| 0.6687 | 45.78 | |
| -0.0385 | -1.92 | |
| 0.0060 | 1.40 | |
| 0.0092 | 2.84 | |
| 0.9902 | 255.55 |
Estimation Period:
Aug 8, 1994 to Jun 5, 2026
Aug 8, 1994 to Jun 5, 2026
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