Shinkin Central Bank AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.56% (+20.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 16.60 | |
| 0.4734 | 27.47 | |
| 0.6635 | 84.81 | |
| -0.0306 | -2.76 |
Estimation Period:
Dec 22, 2000 to Feb 10, 2026
Dec 22, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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