Shikibo Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 12.63 | |
| 0.1996 | 38.81 | |
| 0.9893 | 884.91 | |
| -0.0331 | -5.56 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
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