Shimizu Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.76% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6424 | 7.87 | |
| 0.1164 | 8.70 | |
| 0.8537 | 54.94 | |
| -0.0025 | -5.21 |
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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