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V-Lab

Japan Post Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.93% (+0.34%)
Analysis last updated: Friday, February 13, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Japan Post Bank Co Ltd S0GARCH
paramt-stat
ω1.08265.78
α0.19424.32
β0.35603.34
γ1-2.2080-3.47
γ23.75943.96
γ3-2.3226-3.45
γ42.13292.96
γ5-2.9214-2.40
γ62.36141.63
γ7-1.4075-1.42
γ81.28901.78
γ9-0.9909-1.51
γ100.30910.70
Estimation Period:
Nov 4, 2015 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts