Tochigi Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.66% (+9.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2287 | 24.87 | |
| 0.0923 | 21.71 | |
| 0.8454 | 164.66 | |
| 0.0268 | 2.40 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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