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Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.21% (-3.04%)
Analysis last updated: Saturday, February 21, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyobo Co Ltd S0GARCH
paramt-stat
ω1.38206.58
α0.13489.60
β0.775230.77
γ1-0.0126-0.33
γ20.07101.23
γ3-0.1564-3.97
γ40.18155.38
γ5-0.1105-3.14
γ60.02220.59
γ70.01820.48
γ8-0.0449-1.17
γ90.05671.96
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts