Shinkin Central Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.28% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 19.77 | |
| 0.3094 | 15.12 | |
| 0.6911 | 79.03 | |
| -0.0011 | -0.04 |
Estimation Period:
Dec 22, 2000 to Jan 30, 2026
Dec 22, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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