Kita-Nippon Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.76% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1931 | 25.20 | |
| 0.2397 | 35.22 | |
| 0.8528 | 143.70 | |
| -0.0674 | -10.13 |
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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