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Shinkin Central Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.58% (-4.71%)
Analysis last updated: Sunday, February 15, 2026 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinkin Central Bank SGARCH
paramt-stat
ω3.75793.06
α0.447110.08
β0.546512.80
γ1-0.0823-0.27
γ20.03350.08
γ30.39051.55
γ4-0.8476-3.51
γ50.76883.31
γ6-0.3169-1.38
γ70.08890.40
γ8-0.0998-0.56
γ90.28931.60
γ10-0.5332-1.60
Estimation Period:
Dec 22, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts