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V-Lab

Runsystem Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.88% (-1.33%)
Analysis last updated: Sunday, February 8, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Runsystem Co Ltd S0GARCH
paramt-stat
ω2.27283.34
α0.36615.95
β0.44037.68
γ10.41271.79
γ2-0.5025-1.61
γ30.01680.10
γ40.11420.64
γ50.06160.22
γ6-0.2286-0.69
γ70.33611.01
γ8-0.4275-1.20
γ90.26190.82
γ10-0.0207-0.10
Estimation Period:
Jun 18, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts