Tohoku Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.83% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 21.29 | |
| 0.1493 | 15.85 | |
| 0.8512 | 186.59 | |
| -0.0278 | -1.73 |
Estimation Period:
Mar 14, 1997 to Feb 13, 2026
Mar 14, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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