Tochigi Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.48% (-3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2304 | 26.71 | |
| 0.1080 | 27.30 | |
| 0.8430 | 163.88 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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