Fukushima Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.27% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2415 | 24.87 | |
| 0.1469 | 19.53 | |
| 0.8073 | 128.77 | |
| 0.0255 | 1.60 |
Estimation Period:
Oct 23, 1992 to Feb 13, 2026
Oct 23, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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