Miyazaki Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.12% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1865 | 25.46 | |
| 0.1073 | 16.57 | |
| 0.8394 | 181.33 | |
| 0.0269 | 2.69 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Miyazaki Bank Ltd Analyses
Other GJR-GARCH Analyses on International Equities