Hyakujushi Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.35% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 17.33 | |
| 0.0875 | 35.96 | |
| 0.8797 | 271.09 | |
| 0.4811 | 11.90 |
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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