Okaya & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.35% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 21.62 | |
| 0.2851 | 32.85 | |
| 0.9386 | 278.68 | |
| -0.0038 | -0.44 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
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