Daito Koun Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.22%
increased by 0.68%
1 Week
35.66%
increased by 4.12%
1 Month
41.34%
increased by 9.80%
Analysis last updated: Thursday, May 21, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2128 | 16.19 | |
| 0.6659 | 45.25 | |
| -0.0359 | -1.79 | |
| 0.0063 | 1.42 | |
| 0.0094 | 2.84 | |
| 0.9900 | 249.55 |
Estimation Period:
Aug 8, 1994 to May 15, 2026
Aug 8, 1994 to May 15, 2026
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