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Daito Trust Construction Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.85% (-2.36%)
Analysis last updated: Sunday, February 15, 2026 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daito Trust Construction Co S0GARCH
paramt-stat
ω1.18234.54
α0.13177.66
β0.670316.73
γ1-0.0141-0.15
γ20.02460.20
γ3-0.0787-1.55
γ40.17684.55
γ5-0.1996-4.04
γ60.11431.80
γ7-0.0027-0.04
γ80.00570.12
γ9-0.1021-2.58
γ100.12144.35
Estimation Period:
Mar 24, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts