Taiko Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.85% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 25.97 | |
| 0.1899 | 29.84 | |
| 0.9544 | 446.19 | |
| -0.0097 | -1.47 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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