Yagi & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:79.38% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1109 | 19.53 | |
| 0.2769 | 35.37 | |
| 0.9359 | 226.94 | |
| 0.0106 | 1.36 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
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