Shiga Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:33.69% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1460 | 22.94 | |
| 0.1055 | 36.57 | |
| 0.8514 | 231.49 | |
| 0.3389 | 8.11 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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