ORIX Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.15% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1004 | 19.48 | |
| 0.6602 | 45.50 | |
| 0.0756 | 9.28 | |
| 0.0180 | 2.42 | |
| 0.0324 | 4.47 | |
| 0.9637 | 114.36 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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