Yamanashi Chuo Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.70% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6396 | 9.82 | |
| 0.1275 | 6.32 | |
| 0.7742 | 25.72 | |
| 0.0309 | 4.53 | |
| -0.0459 | -4.45 | |
| 0.0326 | 4.23 | |
| -0.0354 | -4.28 | |
| 0.0403 | 3.06 |
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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