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V-Lab

Otsuka Shokai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.53% (-3.07%)
Analysis last updated: Tuesday, February 17, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Shokai Co Ltd SGARCH
paramt-stat
ω1.89124.67
α0.15655.54
β0.586110.07
γ10.04730.54
γ2-0.0318-0.27
γ30.06290.82
γ4-0.2544-3.50
γ50.39824.89
γ6-0.3881-3.08
γ70.26511.86
γ8-0.1593-1.33
γ90.02680.19
γ100.20691.22
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts