Mito Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:26.64% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3433 | 16.35 | |
| 0.3362 | 13.25 | |
| -0.0858 | -1.64 | |
| -0.2693 | -11.04 |
Estimation Period:
Mar 1, 2021 to Jan 30, 2026
Mar 1, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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