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Arakawa Chemical Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.83% (-5.20%)
Analysis last updated: Tuesday, February 17, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arakawa Chemical Industries S0GARCH
paramt-stat
ω1.98925.98
α0.12907.39
β0.721819.93
γ1-0.0122-0.13
γ20.07670.60
γ30.02940.40
γ4-0.2371-3.30
γ50.24162.68
γ6-0.1409-1.25
γ70.09730.86
γ8-0.2127-2.24
γ90.31844.12
γ10-0.2104-3.65
Estimation Period:
Nov 26, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts