Shinkin Central Bank EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.15% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0372 | -5.61 | |
| 0.5340 | 54.37 | |
| 0.9085 | 203.88 | |
| 0.0105 | 1.29 |
Estimation Period:
Dec 22, 2000 to Feb 13, 2026
Dec 22, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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