Tsukuba Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.21% (-14.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2463 | 34.39 | |
| 0.3572 | 47.01 | |
| 0.8758 | 234.29 | |
| -0.0204 | -2.55 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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