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V-Lab

Minami Nippon Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.08% (-4.65%)
Analysis last updated: Friday, February 13, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Minami Nippon Bank Ltd SGARCH
paramt-stat
ω2.86430.00
α0.22470.00
β0.77530.00
γ1-0.7562-0.00
γ20.96930.00
γ3-0.1223-0.00
γ4-0.2604-0.00
γ50.16470.00
γ6-0.1127-0.00
γ70.40290.00
γ8-0.5917-0.00
γ90.48340.00
γ10-0.0279-0.00
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts