Shinkin Central Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.43% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7501 | 3.04 | |
| 0.4477 | 10.07 | |
| 0.5458 | 12.77 | |
| -0.0806 | -0.26 | |
| 0.0309 | 0.07 | |
| 0.3920 | 1.55 | |
| -0.8487 | -3.52 | |
| 0.7692 | 3.32 | |
| -0.3173 | -1.38 | |
| 0.0894 | 0.40 | |
| -0.1005 | -0.57 | |
| 0.2906 | 1.61 | |
| -0.5376 | -1.62 |
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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