Hyakujushi Bank Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.10% (+8.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3686 | 4.63 | |
| 0.0946 | 8.54 | |
| 0.8616 | 57.32 | |
| -0.0013 | -0.12 | |
| 0.0125 | 0.83 | |
| -0.0257 | -3.29 | |
| 0.0377 | 4.42 |
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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