Gunma Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.15% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1417 | 15.60 | |
| 0.6396 | 32.29 | |
| 0.0458 | 2.59 | |
| 0.0371 | 1.10 | |
| 0.0147 | 2.77 | |
| 0.9795 | 90.67 |
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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