Miyazaki Taiyo Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.02% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 9.25 | |
| 0.3545 | 13.39 | |
| 0.9689 | 298.75 | |
| 0.0157 | 3.46 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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