Bank Of Iwate GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.07% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4052 | 33.77 | |
| 0.1071 | 21.80 | |
| 0.7535 | 147.66 | |
| 0.0689 | 6.30 |
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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