Musashino Bank Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.84% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 25.09 | |
| 0.2358 | 38.12 | |
| 0.9320 | 377.19 | |
| -0.0438 | -6.92 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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