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V-Lab

Shimane Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.93% (+4.52%)
Analysis last updated: Sunday, February 15, 2026 at 12:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimane Bank Ltd SGARCH
paramt-stat
ω0.40453.68
α0.29677.50
β0.549311.06
γ1-1.4157-4.10
γ22.29284.50
γ3-1.5025-5.25
γ41.38316.79
γ5-1.4193-6.11
γ60.81312.71
γ7-0.0449-0.16
γ8-0.2448-0.55
Estimation Period:
Mar 15, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts