Kita-Nippon Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.55% (+5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4450 | 25.61 | |
| 0.0864 | 16.75 | |
| 0.7433 | 109.37 | |
| 0.0864 | 6.50 |
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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