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V-Lab

Rokko Butter Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.12% (-0.03%)
Analysis last updated: Friday, February 13, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rokko Butter Co Ltd SGARCH
paramt-stat
ω1.21406.36
α0.19356.55
β0.681016.29
γ10.01910.38
γ2-0.0083-0.10
γ3-0.1047-1.91
γ40.18414.24
γ5-0.1590-3.21
γ60.17103.12
γ7-0.1561-3.07
γ80.01730.36
γ90.12522.06
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts