Yamagata Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.19% (+13.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 15.02 | |
| 0.2588 | 27.27 | |
| 0.9113 | 158.90 | |
| -0.0221 | -3.35 |
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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