Chiba Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.83% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2233 | 29.48 | |
| 0.1100 | 44.22 | |
| 0.8389 | 273.27 | |
| 0.3578 | 9.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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