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V-Lab

Takakita Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.54% (-0.63%)
Analysis last updated: Sunday, February 8, 2026 at 12:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takakita Co Ltd S0GARCH
paramt-stat
ω0.75235.46
α0.12817.69
β0.805533.66
γ1-0.3416-3.77
γ20.65844.60
γ3-0.5650-5.33
γ40.28733.23
γ5-0.0008-0.01
γ6-0.0338-0.31
γ7-0.0200-0.14
γ80.03050.20
γ9-0.0548-0.42
γ100.07550.79
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts