Japan Data Science EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.07% (+45.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5241 | 6.98 | |
| 0.2544 | 8.69 | |
| 0.8207 | 31.01 | |
| 0.0199 | 0.89 |
Estimation Period:
Dec 20, 2021 to Feb 13, 2026
Dec 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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