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V-Lab

Taihei Machinery Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.97% (-5.39%)
Analysis last updated: Wednesday, February 11, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taihei Machinery Works Ltd S0GARCH
paramt-stat
ω1.82274.71
α0.27245.32
β0.43776.78
γ1-0.0392-0.46
γ20.05190.41
γ30.07210.73
γ4-0.2458-2.58
γ50.33263.60
γ6-0.3287-2.66
γ70.24771.91
γ8-0.0598-0.63
γ9-0.0639-1.11
Estimation Period:
Jan 26, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts