Kiyo Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.92% (+12.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4298 | 14.27 | |
| 0.0825 | 11.80 | |
| 0.7165 | 52.85 | |
| 0.1170 | 6.03 |
Estimation Period:
Oct 1, 2013 to Feb 13, 2026
Oct 1, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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