Shinkin Central Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.58% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7579 | 3.06 | |
| 0.4471 | 10.08 | |
| 0.5465 | 12.80 | |
| -0.0823 | -0.27 | |
| 0.0335 | 0.08 | |
| 0.3905 | 1.55 | |
| -0.8476 | -3.51 | |
| 0.7688 | 3.31 | |
| -0.3169 | -1.38 | |
| 0.0889 | 0.40 | |
| -0.0998 | -0.56 | |
| 0.2893 | 1.60 | |
| -0.5332 | -1.60 |
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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