Shinkin Central Bank EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:10.29% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0375 | -5.65 | |
| 0.5332 | 54.36 | |
| 0.9085 | 203.78 | |
| 0.0099 | 1.22 |
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Dec 22, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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