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Minami Nippon Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.39% (-5.99%)
Analysis last updated: Wednesday, February 11, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Minami Nippon Bank Ltd S0GARCH
paramt-stat
ω2.37500.00
α0.21610.00
β0.78390.01
γ1-0.7544-0.01
γ20.96070.01
γ3-0.1070-0.00
γ4-0.2715-0.02
γ50.16780.01
γ6-0.1224-0.00
γ70.43710.01
γ8-0.6662-0.01
γ90.65030.01
γ10-0.4124-0.01
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts