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V-Lab

Ir Japan Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.33% (+10.58%)
Analysis last updated: Sunday, February 15, 2026 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ir Japan Holdings Ltd S0GARCH
paramt-stat
ω1.10645.26
α0.17034.75
β0.49834.97
γ11.06713.56
γ2-2.0618-4.30
γ31.55714.42
γ4-0.7336-2.24
γ50.41791.33
γ6-0.5296-1.96
γ70.48311.36
γ8-0.4136-1.02
γ90.20460.41
γ100.12830.33
Estimation Period:
Mar 21, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts