Japan Post Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.74% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0626 | 5.74 | |
| 0.1870 | 4.11 | |
| 0.3512 | 3.06 | |
| -2.3039 | -3.67 | |
| 3.9173 | 4.20 | |
| -2.4349 | -3.68 | |
| 2.2299 | 3.16 | |
| -3.0256 | -2.55 | |
| 2.5084 | 1.77 | |
| -1.6511 | -1.69 | |
| 1.7616 | 2.41 | |
| -2.0358 | -2.74 | |
| 2.9165 | 2.82 |
Estimation Period:
Nov 4, 2015 to Feb 10, 2026
Nov 4, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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