Rakuten Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.03% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8761 | 12.35 | |
| 0.1036 | 4.78 | |
| 0.5573 | 16.39 | |
| 0.0800 | 1.83 |
Estimation Period:
Apr 20, 2023 to Feb 13, 2026
Apr 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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