ORIX Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.80% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 18.02 | |
| 0.0988 | 47.55 | |
| 0.8850 | 408.77 | |
| 0.5934 | 19.00 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities