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V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:52.95% (-4.32%)
Analysis last updated: Saturday, February 21, 2026 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd S0GARCH
paramt-stat
ω1.17387.04
α0.10037.18
β0.796032.32
γ10.04041.37
γ20.01270.31
γ3-0.1409-5.12
γ40.15055.08
γ5-0.1082-3.64
γ60.11033.66
γ7-0.1234-3.98
γ80.09443.22
γ9-0.0532-2.17
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts