Shizuoka Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.58% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 21.54 | |
| 0.0472 | 17.66 | |
| 0.8851 | 326.59 | |
| 0.0819 | 10.54 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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