Bank of Nagoya Ltd/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.67% (+8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1258 | 19.13 | |
| 0.1089 | 28.29 | |
| 0.8706 | 197.41 |
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 GARCH Analyses on International Equities