Fukushima Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.03% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9710 | 2.61 | |
| 0.1778 | 6.55 | |
| 0.7565 | 27.76 | |
| -0.0127 | -0.18 | |
| 0.0083 | 0.09 | |
| 0.0266 | 0.48 | |
| -0.0049 | -0.09 | |
| -0.1158 | -2.19 | |
| 0.2371 | 4.05 | |
| -0.2669 | -3.74 | |
| 0.1854 | 3.20 |
Estimation Period:
Oct 23, 1992 to Feb 10, 2026
Oct 23, 1992 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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