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V-Lab

Tochigi Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:55.75% (-4.67%)
Analysis last updated: Tuesday, February 17, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tochigi Bank Ltd SGARCH
paramt-stat
ω1.22295.58
α0.13388.14
β0.755330.66
γ1-0.0320-0.61
γ20.10751.47
γ3-0.1824-4.77
γ40.21986.20
γ5-0.1884-4.56
γ60.12783.31
γ7-0.1011-2.41
γ80.10691.80
γ9-0.1346-1.46
γ100.20411.62
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts