Skip to main content
V-Lab

Bank Of The Ryukyus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.71% (-3.74%)
Analysis last updated: Wednesday, February 11, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Of The Ryukyus S0GARCH
paramt-stat
ω1.29543.64
α0.17377.81
β0.687718.72
γ10.03860.63
γ2-0.0153-0.19
γ3-0.1356-3.20
γ40.29487.23
γ5-0.3350-8.29
γ60.20824.75
γ7-0.0327-0.66
γ8-0.0747-1.45
γ90.09332.37
γ10-0.0547-2.16
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts