Yamagata Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:43.20% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3224 | 23.09 | |
| 0.1444 | 29.77 | |
| 0.7741 | 121.09 | |
| 0.1470 | 3.91 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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