Shiga Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.60% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0830 | 12.51 | |
| 0.1061 | 8.44 | |
| 0.8526 | 53.69 | |
| 0.0001 | 0.91 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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