Shikoku Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.21% (+8.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5164 | 6.93 | |
| 0.1716 | 8.74 | |
| 0.6871 | 25.22 | |
| 0.0289 | 1.21 | |
| 0.0045 | 0.13 | |
| -0.0656 | -2.22 | |
| 0.0612 | 2.03 | |
| -0.0612 | -2.65 | |
| 0.0546 | 2.91 | |
| -0.0521 | -2.20 | |
| 0.0507 | 2.33 |
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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