Japan Post Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.78% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1478 | 18.56 | |
| 0.1108 | 12.26 | |
| 0.7903 | 103.59 | |
| 0.0731 | 4.23 |
Estimation Period:
Nov 4, 2015 to Feb 13, 2026
Nov 4, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan Post Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities