Shibusawa Logistics Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.01% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 22.30 | |
| 0.2134 | 40.18 | |
| 0.9727 | 749.98 | |
| -0.0125 | -2.21 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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