Skip to main content
V-Lab

Seiko Corp (Machinery) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.65% (+1.89%)
Analysis last updated: Sunday, February 15, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seiko Corp (Machinery) SGARCH
paramt-stat
ω1.55694.27
α0.14585.75
β0.734219.28
γ1-0.0879-1.01
γ20.14451.19
γ3-0.0873-1.08
γ4-0.0190-0.23
γ50.22262.74
γ6-0.3076-3.50
γ70.18121.77
γ8-0.0205-0.14
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts