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V-Lab

Japan Post Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.74% (+0.17%)
Analysis last updated: Friday, February 13, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Post Bank Co Ltd SGARCH
paramt-stat
ω1.06265.74
α0.18704.11
β0.35123.06
γ1-2.3039-3.67
γ23.91734.20
γ3-2.4349-3.68
γ42.22993.16
γ5-3.0256-2.55
γ62.50841.77
γ7-1.6511-1.69
γ81.76162.41
γ9-2.0358-2.74
γ102.91652.82
Estimation Period:
Nov 4, 2015 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts