Hachijuni Nagano Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.38% (+9.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2179 | 24.91 | |
| 0.0895 | 21.78 | |
| 0.8299 | 200.56 | |
| 0.0513 | 5.84 |
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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