Mizuho Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.87% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 15.50 | |
| 0.0742 | 23.68 | |
| 0.8974 | 339.17 | |
| 0.0542 | 7.53 |
Estimation Period:
Sep 28, 2000 to Feb 13, 2026
Sep 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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