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V-Lab

Shiseido Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.05% (-1.49%)
Analysis last updated: Friday, February 6, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd SGARCH
paramt-stat
ω1.15346.99
α0.09807.07
β0.799631.97
γ10.03031.03
γ20.03170.78
γ3-0.1585-5.76
γ40.16675.59
γ5-0.1208-4.04
γ60.11563.88
γ7-0.1160-3.74
γ80.06521.84
γ90.02330.37
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts