Tottori Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.98% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4827 | 5.28 | |
| 0.1169 | 7.60 | |
| 0.8451 | 51.18 | |
| 0.0281 | 1.27 | |
| -0.0155 | -0.41 | |
| -0.0611 | -1.58 | |
| 0.0927 | 2.66 | |
| -0.0558 | -2.92 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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