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V-Lab

Tohoku Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.62% (+0.28%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tohoku Bank Ltd S0GARCH
paramt-stat
ω0.55335.57
α0.20737.19
β0.685922.61
γ1-0.5906-8.12
γ20.95547.22
γ3-0.5893-3.07
γ40.37531.64
γ5-0.2582-1.47
γ60.07220.67
γ70.18722.10
γ8-0.2899-3.35
γ90.20612.42
γ10-0.0805-1.08
Estimation Period:
Mar 14, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts