Musashino Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.90% (+9.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1924 | 28.47 | |
| 0.0882 | 19.07 | |
| 0.8226 | 215.91 | |
| 0.0684 | 6.74 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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