Tochigi Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.75% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2229 | 5.58 | |
| 0.1338 | 8.14 | |
| 0.7553 | 30.66 | |
| -0.0320 | -0.61 | |
| 0.1075 | 1.47 | |
| -0.1824 | -4.77 | |
| 0.2198 | 6.20 | |
| -0.1884 | -4.56 | |
| 0.1278 | 3.31 | |
| -0.1011 | -2.41 | |
| 0.1069 | 1.80 | |
| -0.1346 | -1.46 | |
| 0.2041 | 1.62 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tochigi Bank Ltd Analyses
Other Spline-GARCH Analyses on International Equities