The Bank Of Toyama Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.25% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 13.25 | |
| 0.1149 | 22.04 | |
| 0.9009 | 252.98 | |
| -0.0380 | -4.35 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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