Gunma Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.38% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7864 | 13.18 | |
| 0.1517 | 10.77 | |
| 0.6788 | 36.24 | |
| 0.0308 | 0.93 |
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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