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V-Lab

Otsuka Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.29% (-9.87%)
Analysis last updated: Tuesday, February 17, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Holdings Co Ltd SGARCH
paramt-stat
ω0.86774.47
α0.14644.44
β0.49214.89
γ10.66042.18
γ2-0.9141-2.18
γ30.42561.58
γ4-0.6136-2.39
γ50.99754.23
γ6-0.9595-4.22
γ70.48542.31
γ8-0.0403-0.19
γ90.10580.44
γ10-0.3041-0.84
Estimation Period:
Dec 15, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts