Nanto Bank Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.80% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1419 | 8.21 | |
| 0.2624 | 19.95 | |
| 0.9114 | 79.08 | |
| -0.0357 | -4.75 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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