Taiko Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.14% (+5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7694 | 2.92 | |
| 0.1092 | 7.54 | |
| 0.8229 | 34.32 | |
| -0.2944 | -2.14 | |
| 0.5248 | 2.62 | |
| -0.3242 | -3.25 | |
| 0.1461 | 2.10 | |
| -0.1476 | -1.89 | |
| 0.1493 | 1.94 | |
| -0.0367 | -0.57 | |
| -0.0766 | -1.27 | |
| 0.1465 | 1.70 |
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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