Shimizu Bank AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.84% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 19.35 | |
| 0.1135 | 39.93 | |
| 0.8676 | 307.68 | |
| 0.3624 | 11.97 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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