Skip to main content
V-Lab

Okumura Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.30% (-0.47%)
Analysis last updated: Friday, February 13, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Okumura Corp SGARCH
paramt-stat
ω1.17798.29
α0.15618.40
β0.700722.03
γ1-0.0272-0.92
γ20.11092.51
γ3-0.1917-6.69
γ40.17886.56
γ5-0.1019-2.97
γ60.05031.06
γ7-0.0272-0.47
γ8-0.0235-0.52
γ90.10422.12
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts