Towa Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.90% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 1.86 | |
| 0.1475 | 8.34 | |
| 0.8405 | 43.70 | |
| -0.1048 | -2.45 | |
| 0.1478 | 2.53 | |
| -0.0787 | -2.74 | |
| 0.0446 | 1.91 | |
| -0.0082 | -0.33 | |
| 0.0004 | 0.02 |
Estimation Period:
Jan 31, 1990 to Feb 10, 2026
Jan 31, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Towa Bank Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities