Daito Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.60% (-8.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0048 | 3.55 | |
| 0.2731 | 7.17 | |
| 0.5061 | 13.43 | |
| -0.0099 | -0.13 | |
| -0.0137 | -0.12 | |
| 0.1412 | 1.53 | |
| -0.2273 | -2.41 | |
| 0.1459 | 1.90 | |
| -0.0743 | -1.32 | |
| 0.0578 | 1.19 | |
| 0.0092 | 0.20 | |
| -0.1036 | -1.86 | |
| 0.2094 | 2.39 |
Estimation Period:
Dec 10, 1992 to Feb 6, 2026
Dec 10, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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