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Hakuhodo Dy Hldgs Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.19% (+1.22%)
Analysis last updated: Sunday, February 15, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hakuhodo Dy Hldgs SGARCH
paramt-stat
ω0.65839.03
α0.07904.06
β0.801819.52
γ10.00650.07
γ2-0.1747-1.06
γ30.33581.83
γ4-0.2053-0.83
γ5-0.0855-0.37
γ60.31582.24
γ7-0.3314-3.22
γ80.21881.72
γ9-0.3304-1.19
Estimation Period:
Feb 18, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts