Shiga Bank Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.41% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 20.09 | |
| 0.2109 | 36.44 | |
| 0.9440 | 386.89 | |
| -0.0502 | -8.43 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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