Chiba Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.74% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1976 | 23.57 | |
| 0.0674 | 21.15 | |
| 0.8610 | 249.55 | |
| 0.0587 | 7.33 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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