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V-Lab

Otsuka Shokai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.27% (-1.56%)
Analysis last updated: Friday, February 20, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Shokai Co Ltd S0GARCH
paramt-stat
ω1.82054.46
α0.15575.55
β0.58809.94
γ10.02900.32
γ2-0.0052-0.04
γ30.04530.59
γ4-0.2341-3.20
γ50.37764.60
γ6-0.3739-2.94
γ70.26421.85
γ8-0.1826-1.56
γ90.10260.79
γ10-0.0096-0.09
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts