Yamagata Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.18% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5276 | 13.95 | |
| 0.1389 | 6.45 | |
| 0.7675 | 24.71 | |
| 0.0046 | 3.29 | |
| -0.0060 | -1.90 |
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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