Shinkin Central Bank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.80% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 16.64 | |
| 0.4755 | 27.52 | |
| 0.6624 | 84.48 | |
| -0.0307 | -2.79 |
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Dec 22, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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