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V-Lab

AGC Inc/Japan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.73% (-1.20%)
Analysis last updated: Sunday, February 8, 2026 at 12:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AGC Inc/Japan S0GARCH
paramt-stat
ω1.27646.81
α0.09168.27
β0.857157.04
γ10.00110.04
γ20.08881.96
γ3-0.1917-5.93
γ40.17164.99
γ5-0.1107-2.92
γ60.04641.19
γ70.01340.31
γ8-0.0486-1.13
γ90.04791.51
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts