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Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.77% (-2.36%)
Analysis last updated: Friday, February 6, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyobo Co Ltd S0GARCH
paramt-stat
ω1.41076.66
α0.13169.45
β0.780331.45
γ1-0.0098-0.26
γ20.06811.18
γ3-0.1565-3.95
γ40.18145.36
γ5-0.1093-3.11
γ60.02040.55
γ70.02040.54
γ8-0.0484-1.27
γ90.06012.09
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts