Aozora Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.52% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 7.75 | |
| 0.1118 | 20.66 | |
| 0.8724 | 126.94 |
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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