Project Holdings Inc /Japan EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.68% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 8.74 | |
| 0.2463 | 12.67 | |
| 0.9510 | 164.07 | |
| -0.0359 | -2.15 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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