Matsukiyococokara & Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.56% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 15.89 | |
| 0.1184 | 21.48 | |
| 0.9833 | 795.54 | |
| -0.0279 | -7.31 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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