Fujita Kanko MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.13% (+11.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0878 | 23.44 | |
| 0.7482 | 116.97 | |
| 0.0811 | 12.35 | |
| 1.5266 | 3.36 | |
| 0.7370 | 11.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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