Chikuho Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.69% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2810 | 1.33 | |
| 0.1242 | 7.64 | |
| 0.8462 | 43.92 | |
| 0.1723 | 0.45 | |
| -0.3562 | -0.66 | |
| 0.4806 | 1.74 | |
| -0.6594 | -3.65 | |
| 0.4869 | 3.78 | |
| -0.1688 | -1.45 | |
| 0.1474 | 1.10 | |
| -0.1993 | -1.20 | |
| 0.0930 | 0.56 | |
| 0.1448 | 0.60 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
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