Yokohama Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.79% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6081 | 17.84 | |
| 0.1313 | 10.26 | |
| 0.6928 | 53.11 | |
| 0.0522 | 2.08 |
Estimation Period:
Apr 1, 2016 to Feb 13, 2026
Apr 1, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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