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V-Lab

Sotoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.31% (-0.34%)
Analysis last updated: Tuesday, February 10, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sotoh Co Ltd S0GARCH
paramt-stat
ω1.77856.23
α0.09305.79
β0.881628.88
γ1-0.0029-0.04
γ20.04110.30
γ3-0.1378-1.23
γ40.19471.85
γ5-0.1871-1.95
γ60.15151.76
γ7-0.0261-0.29
γ8-0.0433-0.52
γ9-0.0077-0.15
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts