Shochiku Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.24% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2154 | 21.19 | |
| 0.3226 | 12.20 | |
| 0.0016 | 0.13 | |
| 0.2869 | 1.19 | |
| 0.2652 | 1.34 | |
| 0.6553 | 2.48 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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