Shiga Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.51% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1461 | 22.88 | |
| 0.1054 | 36.49 | |
| 0.8514 | 231.17 | |
| 0.3417 | 8.15 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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