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V-Lab

Taiko Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.14% (+5.28%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiko Bank Ltd SGARCH
paramt-stat
ω0.76942.92
α0.10927.54
β0.822934.32
γ1-0.2944-2.14
γ20.52482.62
γ3-0.3242-3.25
γ40.14612.10
γ5-0.1476-1.89
γ60.14931.94
γ7-0.0367-0.57
γ8-0.0766-1.27
γ90.14651.70
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts