Bank of Nagoya Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.75% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 21.39 | |
| 0.1105 | 30.68 | |
| 0.8667 | 210.87 | |
| 0.1275 | 3.02 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Nagoya Ltd/The Analyses
Other AGARCH Analyses on International Equities