Miyazaki Taiyo Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.13% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 6.47 | |
| 0.1134 | 10.16 | |
| 0.8837 | 154.60 | |
| 0.0058 | 0.32 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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