Shiga Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.12% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1537 | 24.23 | |
| 0.0749 | 20.21 | |
| 0.8539 | 229.72 | |
| 0.0599 | 6.13 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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