Rakuten Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.97% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1054 | 4.93 | |
| 0.0719 | 2.61 | |
| 0.6932 | 12.48 | |
| 0.0613 | 1.21 |
Estimation Period:
Apr 21, 2023 to Feb 20, 2026
Apr 21, 2023 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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