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V-Lab

Hokko Chemical Industry Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.63% (+1.61%)
Analysis last updated: Sunday, February 15, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hokko Chemical Industry Co SGARCH
paramt-stat
ω1.72578.53
α0.18025.47
β0.688814.67
γ10.02390.72
γ20.01490.28
γ3-0.1412-3.37
γ40.21044.73
γ5-0.1561-2.91
γ60.06591.09
γ7-0.0075-0.16
γ8-0.0320-0.78
γ90.01000.16
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts