Nanto Bank Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.33% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1946 | 5.74 | |
| 0.1303 | 9.18 | |
| 0.8049 | 37.59 | |
| 0.0232 | 4.11 | |
| -0.0313 | -3.94 | |
| 0.0170 | 2.35 |
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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