Shikoku Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.78% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2105 | 28.31 | |
| 0.1330 | 35.59 | |
| 0.8102 | 161.67 | |
| 0.1105 | 1.82 |
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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