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V-Lab

Chikuho Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.69% (-0.47%)
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 SGARCH
paramt-stat
ω0.28101.33
α0.12427.64
β0.846243.92
γ10.17230.45
γ2-0.3562-0.66
γ30.48061.74
γ4-0.6594-3.65
γ50.48693.78
γ6-0.1688-1.45
γ70.14741.10
γ8-0.1993-1.20
γ90.09300.56
γ100.14480.60
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts