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V-Lab

Tochigi Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.80% (-0.51%)
Analysis last updated: Wednesday, February 11, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tochigi Bank Ltd S0GARCH
paramt-stat
ω1.28675.66
α0.12877.99
β0.771632.79
γ1-0.0059-0.11
γ20.06380.86
γ3-0.1493-3.81
γ40.19025.21
γ5-0.1617-3.76
γ60.10422.60
γ7-0.0782-1.85
γ80.07751.39
γ9-0.0800-1.02
γ100.05340.78
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts