Japan Systembank Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.20% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 7.04 | |
| 0.1486 | 12.68 | |
| 0.9686 | 142.76 | |
| 0.0073 | 0.53 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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