Credit Saison Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.77% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 16.18 | |
| 0.0357 | 20.36 | |
| 0.9322 | 542.27 | |
| 0.0526 | 12.60 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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