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V-Lab

Aichi Steel Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.03% (-1.40%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aichi Steel Corp SGARCH
paramt-stat
ω0.84196.27
α0.10767.60
β0.804733.70
γ1-0.1060-2.42
γ20.21333.30
γ3-0.2140-4.43
γ40.15213.41
γ5-0.0537-1.33
γ60.01600.33
γ7-0.0116-0.23
γ8-0.0124-0.15
γ90.05680.53
γ10-0.0563-0.52
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts