Shinkin Central Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.20% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 19.75 | |
| 0.3093 | 15.12 | |
| 0.6913 | 79.09 | |
| -0.0013 | -0.04 |
Estimation Period:
Dec 22, 2000 to Feb 6, 2026
Dec 22, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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