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Tokyo Rope Mfg Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.70% (+4.25%)
Analysis last updated: Friday, February 13, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Rope Mfg Co Ltd S0GARCH
paramt-stat
ω1.12116.91
α0.11367.63
β0.821839.64
γ1-0.0035-0.08
γ20.04520.65
γ3-0.0747-1.19
γ40.00700.10
γ50.08311.36
γ6-0.0980-2.03
γ70.03550.71
γ80.05750.99
γ9-0.1320-2.35
γ100.12653.19
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts