Tochigi Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.80% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2867 | 5.66 | |
| 0.1287 | 7.99 | |
| 0.7716 | 32.79 | |
| -0.0059 | -0.11 | |
| 0.0638 | 0.86 | |
| -0.1493 | -3.81 | |
| 0.1902 | 5.21 | |
| -0.1617 | -3.76 | |
| 0.1042 | 2.60 | |
| -0.0782 | -1.85 | |
| 0.0775 | 1.39 | |
| -0.0800 | -1.02 | |
| 0.0534 | 0.78 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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