Valuenex Japan Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:79.46% (+10.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3314 | 23.76 | |
| 0.5613 | 30.27 | |
| 0.8883 | 189.33 | |
| 0.0390 | 2.86 |
Estimation Period:
Oct 30, 2018 to Feb 13, 2026
Oct 30, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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