Shimane Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.12% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4062 | 16.95 | |
| 0.6334 | 29.43 | |
| -0.1144 | -3.24 | |
| 0.0414 | 6.19 | |
| 0.0260 | 8.60 | |
| 0.9730 | 302.54 |
Estimation Period:
Mar 15, 2011 to Feb 13, 2026
Mar 15, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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