Shimane Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.93% (+4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4045 | 3.68 | |
| 0.2967 | 7.50 | |
| 0.5493 | 11.06 | |
| -1.4157 | -4.10 | |
| 2.2928 | 4.50 | |
| -1.5025 | -5.25 | |
| 1.3831 | 6.79 | |
| -1.4193 | -6.11 | |
| 0.8131 | 2.71 | |
| -0.0449 | -0.16 | |
| -0.2448 | -0.55 |
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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