Maruhachi Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.25% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0836 | 24.43 | |
| 0.2928 | 39.74 | |
| 0.9772 | 703.05 | |
| 0.0025 | 0.28 |
Estimation Period:
Nov 23, 2004 to Feb 6, 2026
Nov 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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