Nanto Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.13% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2101 | 15.06 | |
| 0.1101 | 18.76 | |
| 0.8318 | 142.75 | |
| 0.0297 | 2.52 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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