Shiga Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.82% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1539 | 24.22 | |
| 0.0747 | 20.18 | |
| 0.8538 | 229.46 | |
| 0.0602 | 6.15 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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