Gunma Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.86% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9202 | 16.52 | |
| 0.1874 | 15.85 | |
| 0.6288 | 39.87 | |
| -0.1478 | -1.97 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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