Yamagata Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.27% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2995 | 20.25 | |
| 0.1229 | 24.29 | |
| 0.7873 | 111.90 | |
| 0.0302 | 2.54 |
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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