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V-Lab

Shikoku Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.21% (+8.57%)
Analysis last updated: Sunday, February 15, 2026 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shikoku Bank Ltd S0GARCH
paramt-stat
ω1.51646.93
α0.17168.74
β0.687125.22
γ10.02891.21
γ20.00450.13
γ3-0.0656-2.22
γ40.06122.03
γ5-0.0612-2.65
γ60.05462.91
γ7-0.0521-2.20
γ80.05072.33
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts