Hengan International Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.22% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 18.72 | |
| 0.1380 | 27.13 | |
| 0.9794 | 820.93 | |
| -0.0070 | -1.45 |
Estimation Period:
Dec 8, 1998 to Feb 16, 2026
Dec 8, 1998 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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