Shin Nippon Air Technologies EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.00% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 16.67 | |
| 0.1947 | 31.41 | |
| 0.9535 | 328.12 | |
| -0.0457 | -8.40 |
Estimation Period:
Dec 4, 1990 to Feb 6, 2026
Dec 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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