Hyakugo Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.98% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1763 | 22.49 | |
| 0.0954 | 31.40 | |
| 0.8474 | 177.24 | |
| 0.4426 | 12.81 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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