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V-Lab

Asahi Kasei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.17% (+2.41%)
Analysis last updated: Saturday, February 21, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asahi Kasei Corp SGARCH
paramt-stat
ω0.91935.83
α0.10919.61
β0.832849.74
γ1-0.0857-1.77
γ20.21372.99
γ3-0.2449-4.67
γ40.13572.57
γ50.01770.40
γ6-0.0750-2.04
γ70.07391.94
γ8-0.0362-0.84
γ9-0.0620-1.11
γ100.19942.33
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts