Kyokuto Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.49% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 16.91 | |
| 0.2429 | 29.17 | |
| 0.9461 | 309.38 | |
| -0.0226 | -3.10 |
Estimation Period:
Apr 20, 2005 to Feb 10, 2026
Apr 20, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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