Suruga Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.28% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8359 | 5.04 | |
| 0.1117 | 9.53 | |
| 0.8482 | 55.62 | |
| -0.0080 | -0.23 | |
| 0.0673 | 1.38 | |
| -0.1345 | -3.25 | |
| 0.1028 | 2.59 | |
| -0.0322 | -1.00 | |
| 0.0355 | 1.10 | |
| -0.0776 | -2.22 | |
| 0.0670 | 2.35 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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