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V-Lab

Tokyu Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.52% (-13.39%)
Analysis last updated: Friday, February 13, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyu Construction Co Ltd S0GARCH
paramt-stat
ω2.21403.88
α0.19195.45
β0.61869.52
γ10.19361.70
γ2-0.3365-2.15
γ30.36704.03
γ4-0.4205-3.63
γ50.26812.00
γ6-0.0548-0.48
γ7-0.0888-0.74
γ80.13181.29
Estimation Period:
Oct 1, 2003 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts