Shiga Bank Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.86% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 20.04 | |
| 0.2107 | 36.41 | |
| 0.9440 | 386.07 | |
| -0.0505 | -8.48 |
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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