Shimojima Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.31% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 17.85 | |
| 0.1724 | 26.43 | |
| 0.9664 | 470.02 | |
| 0.0094 | 1.58 |
Estimation Period:
Jan 4, 1996 to Feb 10, 2026
Jan 4, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Shimojima Co Ltd Analyses
Other EGARCH Analyses on International Equities