Yamanashi Chuo Bank GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.39% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2898 | 23.65 | |
| 0.1154 | 25.35 | |
| 0.8185 | 132.92 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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