Suruga Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.88% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 18.55 | |
| 0.0863 | 19.92 | |
| 0.8761 | 323.39 | |
| 0.0461 | 4.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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