Toho Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.82% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1799 | 24.66 | |
| 0.0971 | 24.18 | |
| 0.8222 | 189.04 | |
| 0.0865 | 7.56 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Toho Bank Ltd/The Analyses
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