Ehime Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.08% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1550 | 2.84 | |
| 0.1300 | 7.78 | |
| 0.8028 | 35.93 | |
| 0.2321 | 2.62 | |
| -0.4238 | -3.31 | |
| 0.3498 | 4.05 | |
| -0.2560 | -4.26 | |
| 0.1519 | 3.29 | |
| -0.0992 | -2.15 | |
| 0.0729 | 1.37 | |
| -0.0446 | -0.53 | |
| 0.0413 | 0.42 | |
| -0.0577 | -0.58 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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