Hyakujushi Bank Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.12% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 17.48 | |
| 0.1837 | 36.56 | |
| 0.9576 | 451.49 | |
| -0.0539 | -10.40 |
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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