Gunma Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.35% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2161 | 10.88 | |
| 0.3531 | 15.39 | |
| 0.8563 | 67.82 | |
| -0.0076 | -0.44 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Gunma Bank Ltd Analyses
Other EGARCH Analyses on International Equities