Skip to main content
V-Lab

Keio Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:24.43% (-0.06%)
Analysis last updated: Wednesday, February 25, 2026 at 08:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keio Corp SGARCH
paramt-stat
ω1.67016.05
α0.12487.94
β0.798436.59
γ1-0.0250-0.71
γ20.12812.36
γ3-0.2325-5.61
γ40.22786.76
γ5-0.1439-4.71
γ60.07242.27
γ7-0.0332-0.92
γ80.01140.25
γ9-0.0274-0.50
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts