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V-Lab

Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.23% (-0.85%)
Analysis last updated: Saturday, February 21, 2026 at 09:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keio Corp S0GARCH
paramt-stat
ω1.67246.02
α0.12487.91
β0.795135.99
γ1-0.0129-0.36
γ20.10541.94
γ3-0.2120-5.09
γ40.20906.17
γ5-0.1273-4.21
γ60.05881.88
γ7-0.0215-0.62
γ8-0.0025-0.06
γ9-0.0022-0.06
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts