Sotetsu Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.26% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 13.78 | |
| 0.2720 | 48.58 | |
| 0.9428 | 405.35 | |
| -0.0474 | -8.69 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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