Hyakujushi Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.21% (+15.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1219 | 19.41 | |
| 0.0514 | 17.96 | |
| 0.8859 | 275.47 | |
| 0.0689 | 9.81 |
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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