Japan Securities Finance Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.60% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 16.71 | |
| 0.0556 | 22.51 | |
| 0.9108 | 431.27 | |
| 0.0459 | 8.16 |
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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