Asahi Intelligence Service EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.47% (+5.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 20.21 | |
| 0.2225 | 34.49 | |
| 0.9788 | 696.14 | |
| 0.0047 | 0.74 |
Estimation Period:
Apr 20, 1995 to Feb 6, 2026
Apr 20, 1995 to Feb 6, 2026
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