Minami Nippon Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.39% (-5.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3750 | 0.00 | |
| 0.2161 | 0.00 | |
| 0.7839 | 0.01 | |
| -0.7544 | -0.01 | |
| 0.9607 | 0.01 | |
| -0.1070 | -0.00 | |
| -0.2715 | -0.02 | |
| 0.1678 | 0.01 | |
| -0.1224 | -0.00 | |
| 0.4371 | 0.01 | |
| -0.6662 | -0.01 | |
| 0.6503 | 0.01 | |
| -0.4124 | -0.01 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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