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V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.43% (-0.75%)
Analysis last updated: Sunday, February 8, 2026 at 01:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd S0GARCH
paramt-stat
ω1.17787.04
α0.09957.13
β0.797932.53
γ10.04021.36
γ20.01340.32
γ3-0.1416-5.12
γ40.15055.07
γ5-0.1074-3.60
γ60.10843.60
γ7-0.1195-3.87
γ80.08732.99
γ9-0.0458-1.88
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts