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Hakuhodo Dy Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.78% (-0.63%)
Analysis last updated: Wednesday, February 11, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hakuhodo Dy Hldgs S0GARCH
paramt-stat
ω0.65009.01
α0.07633.97
β0.817722.38
γ1-0.0387-0.60
γ2-0.0754-0.81
γ30.29134.42
γ4-0.3393-3.20
γ50.24621.68
γ6-0.0718-0.54
γ7-0.0772-0.83
γ80.09731.73
Estimation Period:
Feb 18, 2005 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts