Suruga Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.40% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 19.15 | |
| 0.1073 | 41.22 | |
| 0.8786 | 318.32 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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