ORIX Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.24% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 8.88 | |
| 0.0672 | 37.64 | |
| 0.9243 | 445.00 | |
| 0.5545 | 11.14 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts