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Sekisui Kasei Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.82% (+3.85%)
Analysis last updated: Sunday, February 15, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sekisui Kasei Co Ltd S0GARCH
paramt-stat
ω1.25115.28
α0.11818.53
β0.805439.41
γ10.03170.79
γ20.00060.01
γ3-0.1362-3.62
γ40.21144.56
γ5-0.1618-2.65
γ60.06521.05
γ70.00730.15
γ8-0.0584-1.78
γ90.06642.73
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts