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V-Lab

Toyobo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.57% (-2.95%)
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 SGARCH
paramt-stat
ω1.32176.56
α0.13999.69
β0.763929.06
γ1-0.0314-0.85
γ20.10171.80
γ3-0.1777-4.58
γ40.19825.99
γ5-0.1217-3.52
γ60.02370.64
γ70.03230.84
γ8-0.0857-2.06
γ90.16782.79
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts