Tohoku Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.42% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 21.09 | |
| 0.2600 | 26.54 | |
| 0.9521 | 376.32 | |
| 0.0146 | 1.43 |
Estimation Period:
Mar 14, 1997 to Feb 6, 2026
Mar 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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