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Citizen Watch Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:52.59% (-4.67%)
Analysis last updated: Friday, February 20, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Citizen Watch Co Ltd S0GARCH
paramt-stat
ω1.42456.89
α0.11927.36
β0.788429.69
γ10.05331.20
γ20.02510.35
γ3-0.1617-2.93
γ40.07061.55
γ50.08952.35
γ6-0.1255-3.24
γ70.03380.71
γ80.06841.27
γ9-0.1151-2.03
γ100.09192.25
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts