Aozora Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.05% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6611 | 3.94 | |
| 0.1302 | 6.07 | |
| 0.7875 | 21.55 | |
| -0.3791 | -2.28 | |
| 0.3297 | 1.38 | |
| 0.0964 | 0.54 | |
| -0.0310 | -0.17 | |
| 0.1210 | 0.87 | |
| -0.3636 | -3.24 | |
| 0.5098 | 2.74 | |
| -0.6764 | -1.20 |
Estimation Period:
Nov 14, 2006 to Feb 13, 2026
Nov 14, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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