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V-Lab

Drecom Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.85% (-5.30%)
Analysis last updated: Tuesday, February 17, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Drecom Co Ltd SGARCH
paramt-stat
ω1.47926.22
α0.16486.45
β0.632813.78
γ10.13170.79
γ2-0.1441-0.50
γ30.03040.12
γ4-0.1101-0.50
γ50.29281.51
γ6-0.4889-1.85
γ70.47661.76
γ8-0.2492-1.24
γ90.20941.09
γ10-0.6301-1.79
Estimation Period:
Feb 13, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts