Mortgage Service Japan Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.70% (-8.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 13.96 | |
| 0.2503 | 26.82 | |
| 0.9686 | 342.02 | |
| 0.0507 | 5.85 |
Estimation Period:
Dec 19, 2016 to Feb 10, 2026
Dec 19, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mortgage Service Japan Ltd Analyses
Other EGARCH Analyses on International Equities