Fujita Kanko EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.92% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 23.56 | |
| 0.2321 | 45.84 | |
| 0.9503 | 429.63 | |
| -0.0284 | -5.16 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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