Kyoto Hotel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.90% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3532 | 24.65 | |
| 0.4781 | 37.06 | |
| -0.1278 | -4.65 | |
| 0.2648 | 0.91 | |
| 1.0000 | 0.88 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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