Aozora Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.50% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 8.11 | |
| 0.2436 | 17.63 | |
| 0.9680 | 227.22 | |
| -0.0108 | -1.35 |
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Nov 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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