Incap OYJ MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.77% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.3587 | 27.39 | |
| 0.3682 | 21.66 | |
| -0.2442 | -12.98 | |
| 1.6378 | 0.91 | |
| 0.9098 | 1.17 | |
| 0.0810 | 0.10 |
Estimation Period:
Mar 16, 1998 to Feb 6, 2026
Mar 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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