Yamagata Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.55% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5096 | 13.66 | |
| 0.1374 | 6.81 | |
| 0.7702 | 25.67 | |
| 0.0043 | 5.32 | |
| -0.0051 | -4.76 |
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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