Bank Of The Ryukyus GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.58% (+5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2439 | 18.87 | |
| 0.1181 | 14.39 | |
| 0.8025 | 131.37 | |
| 0.0435 | 3.11 |
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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