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Shinkin Central Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:9.22% (+0.21%)
Analysis last updated: Saturday, February 21, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinkin Central Bank S0GARCH
paramt-stat
ω3.53022.85
α0.438410.03
β0.554513.27
γ1-0.0795-0.25
γ20.03260.08
γ30.37841.49
γ4-0.8226-3.37
γ50.73743.16
γ6-0.2822-1.22
γ70.04710.21
γ8-0.0395-0.23
γ90.18111.58
γ10-0.2664-2.62
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts