Hakuhodo Dy Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.74% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2555 | 14.35 | |
| 0.0273 | 8.05 | |
| 0.8614 | 144.73 | |
| 0.0785 | 7.67 |
Estimation Period:
Feb 18, 2005 to Feb 13, 2026
Feb 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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