ORIX Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.40% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 18.10 | |
| 0.1880 | 45.15 | |
| 0.9770 | 923.48 | |
| -0.0579 | -14.33 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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