Shikoku Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.44% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5571 | 7.29 | |
| 0.1701 | 8.54 | |
| 0.6799 | 23.73 | |
| 0.0333 | 1.43 | |
| 0.0007 | 0.02 | |
| -0.0689 | -2.39 | |
| 0.0684 | 2.35 | |
| -0.0727 | -3.32 | |
| 0.0740 | 3.87 | |
| -0.0900 | -2.99 | |
| 0.1480 | 3.19 |
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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