Bank Of The Ryukyus Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.23% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3349 | 3.84 | |
| 0.1743 | 7.85 | |
| 0.6863 | 18.83 | |
| 0.0479 | 0.81 | |
| -0.0247 | -0.32 | |
| -0.1421 | -3.39 | |
| 0.3120 | 7.74 | |
| -0.3566 | -8.97 | |
| 0.2284 | 5.30 | |
| -0.0506 | -1.02 | |
| -0.0535 | -1.03 | |
| 0.0544 | 1.18 | |
| 0.0471 | 0.71 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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