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V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:70.22% (-6.91%)
Analysis last updated: Tuesday, February 17, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd S0GARCH
paramt-stat
ω1.18207.07
α0.10177.21
β0.793932.09
γ10.04151.40
γ20.01140.28
γ3-0.1405-5.09
γ40.15035.06
γ5-0.1078-3.61
γ60.10963.63
γ7-0.1228-3.96
γ80.09433.20
γ9-0.0534-2.16
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts