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Ck San-Etsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.88% (-3.53%)
Analysis last updated: Friday, February 6, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ck San-Etsu Co Ltd S0GARCH
paramt-stat
ω2.65757.72
α0.16976.87
β0.642211.76
γ10.01240.21
γ20.04160.44
γ3-0.1208-1.63
γ40.22613.39
γ5-0.3203-5.69
γ60.22034.14
γ7-0.0534-1.47
Estimation Period:
Feb 9, 1999 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts