Mitsubishi Research Inst EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.84% (+8.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 12.62 | |
| 0.2070 | 22.41 | |
| 0.9283 | 152.08 | |
| -0.0628 | -7.00 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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