Hyakugo Bank Ltd/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.93% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1705 | 21.71 | |
| 0.0923 | 29.14 | |
| 0.8581 | 173.85 |
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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