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V-Lab

Asahi Kasei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.82% (+1.00%)
Analysis last updated: Sunday, February 8, 2026 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asahi Kasei Corp SGARCH
paramt-stat
ω0.92255.85
α0.10959.61
β0.832449.61
γ1-0.0856-1.77
γ20.21402.99
γ3-0.2452-4.65
γ40.13512.55
γ50.01910.43
γ6-0.0764-2.08
γ70.07451.95
γ8-0.0354-0.82
γ9-0.0639-1.14
γ100.19952.36
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts