Suruga Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.54% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0829 | 22.65 | |
| 0.2324 | 44.45 | |
| 0.9567 | 444.99 | |
| -0.0363 | -6.50 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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