Shikoku Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.01% (+8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2006 | 25.92 | |
| 0.1073 | 23.92 | |
| 0.8193 | 159.93 | |
| 0.0392 | 3.48 |
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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