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V-Lab

Toyo Shutter Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.75% (-0.39%)
Analysis last updated: Friday, February 6, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyo Shutter Co Ltd S0GARCH
paramt-stat
ω0.93156.24
α0.20197.62
β0.620517.22
γ1-0.0042-0.15
γ20.07321.80
γ3-0.1866-6.46
γ40.19776.70
γ5-0.1286-4.08
γ60.08412.40
γ7-0.0597-1.58
γ80.03891.41
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts