Aozora Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.02% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 9.56 | |
| 0.1383 | 28.59 | |
| 0.8433 | 142.66 | |
| 0.0464 | 0.75 |
Estimation Period:
Nov 14, 2006 to Feb 10, 2026
Nov 14, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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