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V-Lab

Taiko Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.35% (-2.31%)
Analysis last updated: Wednesday, February 11, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiko Bank Ltd S0GARCH
paramt-stat
ω0.66802.37
α0.10997.68
β0.826035.72
γ1-0.4234-2.49
γ20.68503.02
γ3-0.3164-3.09
γ40.05310.48
γ5-0.0059-0.05
γ6-0.0715-0.56
γ70.18241.58
γ8-0.1452-1.59
γ90.02580.36
γ100.03500.70
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts