Mizuho Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.23% (+7.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 10.96 | |
| 0.0490 | 12.65 | |
| 0.9265 | 375.26 | |
| 0.0425 | 5.33 |
Estimation Period:
Nov 8, 2006 to Feb 6, 2026
Nov 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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