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V-Lab

Denka Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.69% (-3.10%)
Analysis last updated: Friday, February 13, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Denka Co Ltd SGARCH
paramt-stat
ω0.80307.90
α0.15518.17
β0.702322.87
γ1-0.2010-5.24
γ20.34486.03
γ3-0.2370-6.24
γ40.06992.02
γ50.15134.78
γ6-0.2637-8.87
γ70.21956.36
γ8-0.1120-2.86
γ90.01940.42
γ100.04220.34
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts