Skip to main content
V-Lab

Taisei Oncho Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.66% (+1.86%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taisei Oncho Co S0GARCH
paramt-stat
ω1.15621.94
α0.17455.55
β0.789925.55
γ1-0.1753-1.10
γ20.20160.98
γ3-0.0178-0.23
γ4-0.0419-0.58
γ50.06800.81
γ60.02250.25
γ7-0.2558-2.86
γ80.45645.26
γ9-0.3711-5.78
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts