Bank Of The Ryukyus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.71% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2954 | 3.64 | |
| 0.1737 | 7.81 | |
| 0.6877 | 18.72 | |
| 0.0386 | 0.63 | |
| -0.0153 | -0.19 | |
| -0.1356 | -3.20 | |
| 0.2948 | 7.23 | |
| -0.3350 | -8.29 | |
| 0.2082 | 4.75 | |
| -0.0327 | -0.66 | |
| -0.0747 | -1.45 | |
| 0.0933 | 2.37 | |
| -0.0547 | -2.16 |
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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