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V-Lab

Toyobo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.51% (+0.12%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyobo Co Ltd SGARCH
paramt-stat
ω1.30666.47
α0.13999.70
β0.764629.25
γ1-0.0340-0.91
γ20.10531.85
γ3-0.1791-4.58
γ40.19835.95
γ5-0.1207-3.48
γ60.02250.61
γ70.03310.86
γ8-0.0858-2.06
γ90.16552.77
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts