Shimane Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.08% (-10.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3906 | 2.32 | |
| 0.2899 | 6.96 | |
| 0.5356 | 10.06 | |
| -1.5653 | -1.83 | |
| 1.8129 | 1.53 | |
| 0.3419 | 0.66 | |
| -1.4962 | -4.35 | |
| 2.1210 | 6.84 | |
| -2.0675 | -4.76 | |
| 0.7569 | 1.26 | |
| 0.4360 | 0.86 | |
| -0.4669 | -1.34 | |
| 0.1413 | 0.63 |
Estimation Period:
Mar 15, 2011 to Feb 10, 2026
Mar 15, 2011 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Shimane Bank Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities