ORIX Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.03% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 13.69 | |
| 0.1314 | 32.76 | |
| 0.9908 | 1,342.51 | |
| -0.0286 | -8.38 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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