Nanto Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.94% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1857 | 5.64 | |
| 0.1304 | 9.17 | |
| 0.8071 | 38.38 | |
| 0.0216 | 3.87 | |
| -0.0272 | -3.65 | |
| 0.0080 | 2.44 |
Estimation Period:
Jan 9, 1990 to Feb 6, 2026
Jan 9, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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