Skip to main content
V-Lab

Bank Of The Ryukyus Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.23% (+4.16%)
Analysis last updated: Sunday, February 15, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Of The Ryukyus SGARCH
paramt-stat
ω1.33493.84
α0.17437.85
β0.686318.83
γ10.04790.81
γ2-0.0247-0.32
γ3-0.1421-3.39
γ40.31207.74
γ5-0.3566-8.97
γ60.22845.30
γ7-0.0506-1.02
γ8-0.0535-1.03
γ90.05441.18
γ100.04710.71
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts