Japan Post Bank Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.26% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2727 | 19.24 | |
| 0.1777 | 7.97 | |
| 0.7400 | 66.56 | |
| -0.0544 | -1.89 |
Estimation Period:
Nov 4, 2015 to Feb 13, 2026
Nov 4, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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