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V-Lab

Shimane Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.08% (-10.03%)
Analysis last updated: Wednesday, February 11, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimane Bank Ltd S0GARCH
paramt-stat
ω0.39062.32
α0.28996.96
β0.535610.06
γ1-1.5653-1.83
γ21.81291.53
γ30.34190.66
γ4-1.4962-4.35
γ52.12106.84
γ6-2.0675-4.76
γ70.75691.26
γ80.43600.86
γ9-0.4669-1.34
γ100.14130.63
Estimation Period:
Mar 15, 2011 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts