Oricon Enterprises MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0752 | 13.96 | |
| 0.8454 | 108.47 | |
| 0.0285 | 2.78 | |
| 0.0222 | 2.06 | |
| 0.0336 | 4.50 | |
| 0.9651 | 106.50 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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