Towa Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.36% (+9.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 17.61 | |
| 0.1184 | 16.14 | |
| 0.8599 | 229.60 | |
| 0.0423 | 3.13 |
Estimation Period:
Jan 31, 1990 to Feb 13, 2026
Jan 31, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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