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Japan Pure Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:79.15% (-2.70%)
Analysis last updated: Thursday, February 19, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Pure Chemical Co Ltd S0GARCH
paramt-stat
ω2.27085.68
α0.19557.54
β0.690718.16
γ10.09541.97
γ2-0.1829-2.43
γ30.14762.76
γ4-0.0404-0.94
γ5-0.0259-0.76
γ6-0.0049-0.21
Estimation Period:
Dec 6, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts