Hachijuni Nagano Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.15% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2152 | 15.08 | |
| 0.4502 | 16.29 | |
| -0.0433 | -1.94 | |
| 0.0054 | 0.31 | |
| 0.0089 | 1.43 | |
| 0.9907 | 106.52 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hachijuni Nagano Bank Ltd Analyses
Other MF2-GARCH Analyses on International Equities