Sugita ACE Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 8.05 | |
| 0.0949 | 9.30 | |
| 0.9892 | 593.76 | |
| 0.0188 | 2.01 |
Estimation Period:
Feb 25, 2000 to Feb 13, 2026
Feb 25, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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