Tsukuba Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.21% (-4.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6132 | 35.78 | |
| 0.1749 | 19.93 | |
| 0.7177 | 132.59 | |
| 0.0563 | 3.52 |
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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