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Shibuya Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.49% (-1.24%)
Analysis last updated: Sunday, February 8, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shibuya Corp S0GARCH
paramt-stat
ω0.74436.52
α0.12007.62
β0.740024.99
γ1-0.0849-1.64
γ20.11471.53
γ3-0.0985-2.15
γ40.14373.64
γ5-0.1042-2.46
γ60.04180.79
γ7-0.0019-0.03
γ8-0.0588-0.95
γ90.07591.50
γ10-0.0253-0.74
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts