Taiko Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.35% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6680 | 2.37 | |
| 0.1099 | 7.68 | |
| 0.8260 | 35.72 | |
| -0.4234 | -2.49 | |
| 0.6850 | 3.02 | |
| -0.3164 | -3.09 | |
| 0.0531 | 0.48 | |
| -0.0059 | -0.05 | |
| -0.0715 | -0.56 | |
| 0.1824 | 1.58 | |
| -0.1452 | -1.59 | |
| 0.0258 | 0.36 | |
| 0.0350 | 0.70 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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