Tsukuba Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.57% (-11.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0467 | 6.66 | |
| 0.2052 | 9.53 | |
| 0.6575 | 23.96 | |
| 0.0075 | 0.27 | |
| -0.0250 | -0.60 | |
| 0.0680 | 2.34 | |
| -0.1061 | -3.85 | |
| 0.0685 | 2.41 | |
| -0.0012 | -0.04 | |
| -0.0204 | -0.81 | |
| 0.0124 | 0.66 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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