Skip to main content
V-Lab

Shiseido Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:59.32% (-0.17%)
Analysis last updated: Wednesday, February 25, 2026 at 08:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd SGARCH
paramt-stat
ω1.14847.00
α0.09787.08
β0.799231.79
γ10.03051.04
γ20.03110.76
γ3-0.1578-5.76
γ40.16635.58
γ5-0.1204-4.03
γ60.11473.85
γ7-0.1142-3.66
γ80.06081.70
γ90.04290.65
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts