Shinkin Central Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:9.22% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5302 | 2.85 | |
| 0.4384 | 10.03 | |
| 0.5545 | 13.27 | |
| -0.0795 | -0.25 | |
| 0.0326 | 0.08 | |
| 0.3784 | 1.49 | |
| -0.8226 | -3.37 | |
| 0.7374 | 3.16 | |
| -0.2822 | -1.22 | |
| 0.0471 | 0.21 | |
| -0.0395 | -0.23 | |
| 0.1811 | 1.58 | |
| -0.2664 | -2.62 |
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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