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V-Lab

Takuma Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.19% (+0.82%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takuma Co Ltd SGARCH
paramt-stat
ω2.017910.50
α0.18557.69
β0.600815.60
γ1-0.0004-0.02
γ20.07241.83
γ3-0.1465-4.26
γ40.15165.13
γ5-0.1263-4.24
γ60.04181.40
γ70.02340.82
γ8-0.0144-0.48
γ9-0.0328-0.81
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts