Kamakura Shinsho Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.01% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2506 | 17.06 | |
| 0.3102 | 28.32 | |
| 0.9081 | 172.54 | |
| 0.0546 | 4.06 |
Estimation Period:
Dec 4, 2015 to Feb 6, 2026
Dec 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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