Shimane Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.91% (-9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 18.01 | |
| 0.3534 | 29.77 | |
| 0.7193 | 108.44 | |
| -0.0285 | -0.70 |
Estimation Period:
Mar 15, 2011 to Feb 10, 2026
Mar 15, 2011 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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