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V-Lab

Chikuho Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.70% (-0.46%)
Analysis last updated: Friday, February 13, 2026 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chikuho Bank Ltd S0GARCH
paramt-stat
ω0.27701.31
α0.12457.69
β0.845943.80
γ10.15560.41
γ2-0.3263-0.61
γ30.45441.65
γ4-0.6347-3.52
γ50.46563.61
γ6-0.1537-1.33
γ70.14381.08
γ8-0.2158-1.35
γ90.15181.13
γ10-0.0310-0.36
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts