Sugimoto & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.85% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0797 | 15.13 | |
| 0.8247 | 82.74 | |
| 0.0690 | 10.85 | |
| 0.0050 | 3.07 | |
| 0.0186 | 5.01 | |
| 0.9804 | 235.56 |
Estimation Period:
Nov 4, 1992 to Feb 10, 2026
Nov 4, 1992 to Feb 10, 2026
News Impact Curve
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