Daito Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.74% (-8.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0114 | 3.46 | |
| 0.2694 | 7.34 | |
| 0.5245 | 14.46 | |
| -0.0143 | -0.18 | |
| -0.0019 | -0.02 | |
| 0.1230 | 1.30 | |
| -0.2057 | -2.13 | |
| 0.1270 | 1.60 | |
| -0.0624 | -1.08 | |
| 0.0570 | 1.15 | |
| -0.0087 | -0.20 | |
| -0.0497 | -1.03 | |
| 0.0626 | 1.46 |
Estimation Period:
Dec 10, 1992 to Feb 6, 2026
Dec 10, 1992 to Feb 6, 2026
News Impact Curve
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