Ehime Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.79% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 25.12 | |
| 0.1098 | 16.94 | |
| 0.8468 | 199.10 | |
| 0.0167 | 1.49 |
Estimation Period:
Jan 4, 1990 to Feb 20, 2026
Jan 4, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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