Shimane Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.97% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 17.40 | |
| 0.2479 | 15.66 | |
| 0.7587 | 101.14 | |
| -0.0132 | -0.54 |
Estimation Period:
Mar 15, 2011 to Feb 10, 2026
Mar 15, 2011 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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