Miyazaki Taiyo Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.22% (-4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1213 | 11,212,690.00 | |
| 0.1784 | 1,783,880.00 | |
| 0.8216 | 8,216,070.00 | |
| -1.2266 | -12,265,600.00 | |
| 1.3948 | 13,948,350.00 | |
| -0.1136 | -1,135,510.00 | |
| 0.0626 | 625,850.00 | |
| -0.3697 | -3,697,130.00 | |
| 0.2518 | 2,517,970.00 | |
| 0.1696 | 1,696,490.00 | |
| -0.2951 | -2,950,920.00 | |
| 0.1997 | 1,996,670.00 | |
| -0.1008 | -1,008,160.00 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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