Skip to main content
V-Lab

Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.53% (-1.94%)
Analysis last updated: Sunday, February 15, 2026 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyobo Co Ltd S0GARCH
paramt-stat
ω1.38466.58
α0.13489.61
β0.775730.89
γ1-0.0128-0.34
γ20.07151.24
γ3-0.1570-3.96
γ40.18145.36
γ5-0.1097-3.11
γ60.02120.57
γ70.01880.49
γ8-0.0454-1.19
γ90.05681.97
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts