Suruga Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.52% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9313 | 6.12 | |
| 0.1122 | 9.67 | |
| 0.8551 | 59.14 | |
| 0.0192 | 2.61 | |
| -0.0375 | -3.43 | |
| 0.0353 | 4.49 | |
| -0.0409 | -3.50 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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