Shiga Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.01% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1537 | 24.23 | |
| 0.0748 | 20.20 | |
| 0.8539 | 229.79 | |
| 0.0599 | 6.14 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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