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Shinkin Central Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.43% (+0.27%)
Analysis last updated: Saturday, February 21, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinkin Central Bank SGARCH
paramt-stat
ω3.75013.04
α0.447710.07
β0.545812.77
γ1-0.0806-0.26
γ20.03090.07
γ30.39201.55
γ4-0.8487-3.52
γ50.76923.32
γ6-0.3173-1.38
γ70.08940.40
γ8-0.1005-0.57
γ90.29061.61
γ10-0.5376-1.62
Estimation Period:
Dec 22, 2000 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts