Minami Nippon Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.86% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 6.49 | |
| 0.0488 | 13.08 | |
| 0.9381 | 457.59 | |
| 0.0263 | 3.21 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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