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V-Lab

Hokkan Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.36% (-1.21%)
Analysis last updated: Sunday, February 15, 2026 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hokkan Holdings SGARCH
paramt-stat
ω1.45623.83
α0.09417.63
β0.852249.44
γ1-0.0456-0.75
γ20.16252.00
γ3-0.2552-5.31
γ40.22734.76
γ5-0.1205-2.26
γ60.02910.48
γ70.03000.58
γ8-0.0476-1.05
γ9-0.0125-0.22
γ100.13121.57
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts