Shinkin Central Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:9.02% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 19.83 | |
| 0.3120 | 15.19 | |
| 0.6893 | 78.28 | |
| -0.0027 | -0.09 |
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Dec 22, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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