Yamanashi Chuo Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.75% (+6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3091 | 22.58 | |
| 0.1013 | 17.75 | |
| 0.8123 | 126.38 | |
| 0.0310 | 3.25 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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