Shikoku Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.72% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 23.25 | |
| 0.2421 | 41.44 | |
| 0.9276 | 319.96 | |
| -0.0363 | -5.11 |
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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