Marubun Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.79% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 14.70 | |
| 0.1660 | 28.92 | |
| 0.9788 | 620.29 | |
| -0.0398 | -6.99 |
Estimation Period:
Mar 20, 1997 to Feb 13, 2026
Mar 20, 1997 to Feb 13, 2026
News Impact Curve
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