Shimizu Bank EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.84% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 18.56 | |
| 0.2053 | 43.75 | |
| 0.9604 | 555.46 | |
| -0.0633 | -11.92 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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