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V-Lab

Secom Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.79% (-1.16%)
Analysis last updated: Saturday, February 21, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Secom Co Ltd S0GARCH
paramt-stat
ω1.48066.76
α0.129210.26
β0.791243.31
γ10.02170.73
γ20.08771.94
γ3-0.2334-6.29
γ40.17105.02
γ5-0.0577-1.81
γ60.01540.50
γ7-0.0003-0.01
γ8-0.0011-0.03
γ9-0.0069-0.25
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts