Bank of Nagoya Ltd/The EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.35% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 18.70 | |
| 0.2072 | 29.98 | |
| 0.9599 | 421.18 | |
| -0.0204 | -4.14 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Nagoya Ltd/The Analyses
Other EGARCH Analyses on International Equities