Kita-Nippon Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.44% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4187 | 26.45 | |
| 0.1301 | 37.03 | |
| 0.7396 | 116.68 | |
| 0.5129 | 12.41 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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