ORIX Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.82% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 24.64 | |
| 0.1041 | 45.80 | |
| 0.8817 | 385.85 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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