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Daiwa Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.09% (+0.74%)
Analysis last updated: Sunday, February 15, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa Computer Co Ltd S0GARCH
paramt-stat
ω1.28162.64
α0.33333.79
β0.50098.65
γ1-0.0390-0.20
γ20.05590.18
γ30.03290.13
γ4-0.2367-0.93
γ50.45162.61
γ6-0.6330-5.50
γ70.71706.60
γ8-0.4589-5.99
Estimation Period:
Sep 29, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts