Aozora Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.45% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 7.31 | |
| 0.1007 | 15.68 | |
| 0.8732 | 125.89 | |
| 0.0187 | 1.71 |
Estimation Period:
Nov 14, 2006 to Feb 13, 2026
Nov 14, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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