SBI Holdings Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.00% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 17.34 | |
| 0.0692 | 18.00 | |
| 0.9075 | 358.26 | |
| 0.0398 | 6.20 |
Estimation Period:
Dec 15, 2000 to Feb 13, 2026
Dec 15, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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