Daito Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.83% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1099 | 26.57 | |
| 0.2867 | 35.24 | |
| 0.9250 | 281.57 | |
| -0.0319 | -3.38 |
Estimation Period:
Dec 10, 1992 to Feb 6, 2026
Dec 10, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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