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V-Lab

Okumura Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.12% (+10.89%)
Analysis last updated: Sunday, February 15, 2026 at 12:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Okumura Corp S0GARCH
paramt-stat
ω1.26928.54
α0.15918.61
β0.700022.40
γ1-0.0054-0.18
γ20.07651.71
γ3-0.1686-5.82
γ40.15925.71
γ5-0.0865-2.44
γ60.04270.87
γ7-0.0323-0.53
γ80.00160.03
γ90.03160.86
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts