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V-Lab

Daito Trust Construction Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.82% (+2.08%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daito Trust Construction Co SGARCH
paramt-stat
ω1.09704.39
α0.13087.64
β0.669916.80
γ1-0.0466-0.52
γ20.07790.64
γ3-0.1176-2.38
γ40.20985.44
γ5-0.2255-4.57
γ60.13292.07
γ7-0.0165-0.25
γ80.01860.37
γ9-0.1188-2.55
γ100.15561.99
Estimation Period:
Mar 24, 1992 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts