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V-Lab

Ajis Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.69% (-1.21%)
Analysis last updated: Sunday, February 15, 2026 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ajis Co Ltd S0GARCH
paramt-stat
ω1.24564.51
α0.14086.78
β0.768526.59
γ1-0.2110-2.81
γ20.18101.63
γ30.05940.67
γ40.06620.61
γ5-0.2194-1.57
γ60.34532.38
γ7-0.4385-2.97
γ80.31092.11
γ9-0.1810-1.61
γ100.15111.75
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts