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V-Lab

Daishin Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:98.82% (0.00%)
Analysis last updated: Saturday, February 21, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daishin Securities Co Ltd SGARCH
paramt-stat
ω0.86678.27
α0.09118.85
β0.850951.44
γ10.02990.96
γ20.02550.54
γ3-0.1932-5.85
γ40.23157.28
γ5-0.1558-4.37
γ60.10972.72
γ7-0.0366-0.92
γ8-0.0697-1.56
γ90.19841.96
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts