Toho Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.71% (+6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3785 | 6.21 | |
| 0.1621 | 8.62 | |
| 0.7706 | 35.09 | |
| 0.0552 | 3.85 | |
| -0.0746 | -3.33 | |
| 0.0394 | 2.33 | |
| -0.0353 | -2.13 | |
| 0.0189 | 1.22 | |
| -0.0011 | -0.11 |
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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