Shinkin Central Bank GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.92% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 19.86 | |
| 0.3108 | 22.05 | |
| 0.6892 | 78.26 |
Estimation Period:
Dec 22, 2000 to Feb 13, 2026
Dec 22, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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