Hyakugo Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.28% (+8.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1771 | 23.00 | |
| 0.0596 | 14.75 | |
| 0.8571 | 182.87 | |
| 0.0634 | 8.03 |
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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