Shiga Bank Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.84% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0676 | 18.43 | |
| 0.8446 | 208.49 | |
| 0.0613 | 11.24 | |
| 1.8262 | 0.20 | |
| 0.4743 | 0.20 | |
| 0.0000 | 0.00 |
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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