Juroku Bank Ltd/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1607 | 22.07 | |
| 0.0591 | 17.07 | |
| 0.8771 | 262.14 | |
| 0.0490 | 6.56 |
Estimation Period:
Jan 4, 1990 to May 2, 2023
Jan 4, 1990 to May 2, 2023
News Impact Curve
Volatility Forecasts
Other Juroku Bank Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities