Hachijuni Nagano Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.71% (-5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4030 | 7.56 | |
| 0.2998 | 12.79 | |
| 0.6967 | 16.87 | |
| 0.0214 | 0.82 |
Estimation Period:
Jul 21, 2020 to Jan 30, 2026
Jul 21, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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