Suruga Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.71% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1045 | 15.50 | |
| 0.1090 | 43.27 | |
| 0.8743 | 319.31 | |
| 0.3887 | 10.02 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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