Shizuoka Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.45% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5297 | 10.17 | |
| 0.1272 | 6.05 | |
| 0.3943 | 8.66 | |
| 0.1132 | 1.72 |
Estimation Period:
Jan 11, 2023 to Feb 6, 2026
Jan 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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