Gunma Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.06% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7395 | 11.06 | |
| 0.1883 | 3.64 | |
| 0.5549 | 5.93 | |
| -0.0331 | -3.36 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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