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V-Lab

Tokyu Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.73% (-3.61%)
Analysis last updated: Sunday, February 15, 2026 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyu Construction Co Ltd SGARCH
paramt-stat
ω2.37985.07
α0.24666.34
β0.42266.92
γ10.24442.55
γ2-0.4161-3.17
γ30.40885.33
γ4-0.4372-4.35
γ50.26962.29
γ6-0.0285-0.27
γ7-0.1972-1.61
γ80.50622.98
Estimation Period:
Oct 1, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts