Miyazaki Taiyo Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.52% (-5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6357 | 0.00 | |
| 0.1919 | 0.00 | |
| 0.8081 | 0.00 | |
| -0.6116 | -0.01 | |
| 0.7570 | 0.01 | |
| -0.0361 | -0.01 | |
| -0.3044 | -0.21 | |
| 0.2258 | 0.00 | |
| 0.0248 | 0.00 | |
| -0.0768 | -0.00 | |
| 0.0211 | 0.00 |
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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