Daiichi Kensetsu Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.23% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 24.38 | |
| 0.1330 | 32.78 | |
| 0.9926 | 1,477.15 | |
| -0.0079 | -1.55 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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