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V-Lab

Tosoh Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.99% (+14.47%)
Analysis last updated: Friday, February 6, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tosoh Corp SGARCH
paramt-stat
ω2.00174.17
α0.11216.79
β0.774826.19
γ1-0.0085-0.19
γ20.11461.85
γ3-0.2251-6.45
γ40.20817.03
γ5-0.1357-4.36
γ60.06602.28
γ7-0.0408-1.44
γ80.02200.70
γ90.01110.25
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts