Chiba Kogyo Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.76% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2911 | 6.87 | |
| 0.1462 | 9.38 | |
| 0.7594 | 32.59 | |
| 0.1112 | 5.10 | |
| -0.1586 | -4.65 | |
| 0.0539 | 2.18 | |
| -0.0037 | -0.19 | |
| -0.0109 | -0.61 | |
| 0.0224 | 1.16 | |
| 0.0090 | 0.24 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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