Japan Systembank Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.32% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5187 | 7.61 | |
| 0.0063 | 1.32 | |
| 0.6021 | 22.34 | |
| 0.2070 | 4.05 |
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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