Taiko Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.64% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 18.74 | |
| 0.0975 | 21.27 | |
| 0.8883 | 349.74 | |
| 0.0074 | 0.93 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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