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V-Lab

Suruga Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.28% (+0.61%)
Analysis last updated: Sunday, February 15, 2026 at 01:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Suruga Bank Ltd S0GARCH
paramt-stat
ω0.83595.04
α0.11179.53
β0.848255.62
γ1-0.0080-0.23
γ20.06731.38
γ3-0.1345-3.25
γ40.10282.59
γ5-0.0322-1.00
γ60.03551.10
γ7-0.0776-2.22
γ80.06702.35
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts