Bank of Nagoya Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.08% (+7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 19.03 | |
| 0.1007 | 20.57 | |
| 0.8700 | 196.92 | |
| 0.0162 | 1.84 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Nagoya Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities