Odawara Auto-Machine EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.66% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1395 | 14.13 | |
| 0.2347 | 20.43 | |
| 0.9262 | 171.81 | |
| 0.0448 | 3.77 |
Estimation Period:
Mar 16, 2009 to Feb 10, 2026
Mar 16, 2009 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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