Japan Systembank Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.82% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 5.28 | |
| 0.0764 | 13.97 | |
| 0.9164 | 206.16 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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