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V-Lab

Otsuka Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.51% (+20.81%)
Analysis last updated: Sunday, February 15, 2026 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Holdings Co Ltd S0GARCH
paramt-stat
ω0.86174.45
α0.14754.44
β0.48784.84
γ10.63332.09
γ2-0.8672-2.06
γ30.38851.45
γ4-0.5805-2.27
γ50.96764.11
γ6-0.9340-4.12
γ70.46522.22
γ8-0.0238-0.12
γ90.08790.43
γ10-0.2698-1.83
Estimation Period:
Dec 15, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts