Daito Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.23% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1616 | 27.95 | |
| 0.1531 | 16.09 | |
| 0.7900 | 164.35 | |
| 0.0528 | 3.11 |
Estimation Period:
Dec 10, 1992 to Feb 13, 2026
Dec 10, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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