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Shibaura Machine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.59% (+2.16%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shibaura Machine Co Ltd S0GARCH
paramt-stat
ω1.20719.55
α0.13137.76
β0.748523.79
γ1-0.0071-0.27
γ20.08282.05
γ3-0.1773-5.95
γ40.17886.47
γ5-0.1247-4.32
γ60.06472.08
γ7-0.0046-0.15
γ8-0.0407-1.45
γ90.04441.69
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts