Gunma Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.34% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2642 | 11.02 | |
| 0.0941 | 8.08 | |
| 0.8597 | 48.09 | |
| 0.0023 | 2.47 | |
| -0.0027 | -2.30 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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