Tohoku Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.43% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 19.34 | |
| 0.1353 | 26.51 | |
| 0.8515 | 187.11 | |
| -0.1575 | -3.70 |
Estimation Period:
Mar 14, 1997 to Feb 10, 2026
Mar 14, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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