Tohoku Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.62% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5533 | 5.57 | |
| 0.2073 | 7.19 | |
| 0.6859 | 22.61 | |
| -0.5906 | -8.12 | |
| 0.9554 | 7.22 | |
| -0.5893 | -3.07 | |
| 0.3753 | 1.64 | |
| -0.2582 | -1.47 | |
| 0.0722 | 0.67 | |
| 0.1872 | 2.10 | |
| -0.2899 | -3.35 | |
| 0.2061 | 2.42 | |
| -0.0805 | -1.08 |
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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