Shofu Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.04% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 18.87 | |
| 0.2625 | 28.19 | |
| 0.9398 | 265.11 | |
| -0.0195 | -2.14 |
Estimation Period:
Feb 21, 1997 to Feb 10, 2026
Feb 21, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities