Minami Nippon Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.08% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8643 | 0.00 | |
| 0.2247 | 0.00 | |
| 0.7753 | 0.00 | |
| -0.7562 | -0.00 | |
| 0.9693 | 0.00 | |
| -0.1223 | -0.00 | |
| -0.2604 | -0.00 | |
| 0.1647 | 0.00 | |
| -0.1127 | -0.00 | |
| 0.4029 | 0.00 | |
| -0.5917 | -0.00 | |
| 0.4834 | 0.00 | |
| -0.0279 | -0.00 |
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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