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V-Lab

Tsukuba Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.57% (-11.72%)
Analysis last updated: Tuesday, February 17, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tsukuba Bank Ltd S0GARCH
paramt-stat
ω1.04676.66
α0.20529.53
β0.657523.96
γ10.00750.27
γ2-0.0250-0.60
γ30.06802.34
γ4-0.1061-3.85
γ50.06852.41
γ6-0.0012-0.04
γ7-0.0204-0.81
γ80.01240.66
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts