Shimizu Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.37% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4330 | 5.11 | |
| 0.1216 | 9.10 | |
| 0.8467 | 55.45 | |
| -0.0238 | -2.88 | |
| 0.0305 | 2.67 | |
| -0.0149 | -2.40 | |
| 0.0122 | 2.99 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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