SBI Holdings Inc/Japan EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.60% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 18.13 | |
| 0.1906 | 33.61 | |
| 0.9839 | 1,082.35 | |
| -0.0276 | -6.27 |
Estimation Period:
Dec 15, 2000 to Feb 10, 2026
Dec 15, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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