Renet Japan Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.47% (-7.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5913 | 10.05 | |
| 0.3779 | 14.93 | |
| 0.7909 | 38.42 | |
| -0.0633 | -3.42 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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