Chikuho Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.70% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2770 | 1.31 | |
| 0.1245 | 7.69 | |
| 0.8459 | 43.80 | |
| 0.1556 | 0.41 | |
| -0.3263 | -0.61 | |
| 0.4544 | 1.65 | |
| -0.6347 | -3.52 | |
| 0.4656 | 3.61 | |
| -0.1537 | -1.33 | |
| 0.1438 | 1.08 | |
| -0.2158 | -1.35 | |
| 0.1518 | 1.13 | |
| -0.0310 | -0.36 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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