Baroque Japan Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.40% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 5.32 | |
| 0.1251 | 16.51 | |
| 0.9776 | 262.93 | |
| -0.0265 | -3.57 |
Estimation Period:
Nov 1, 2016 to Feb 6, 2026
Nov 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Baroque Japan Ltd Analyses
Other EGARCH Analyses on International Equities