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V-Lab

Taihei Machinery Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.24% (-5.43%)
Analysis last updated: Wednesday, February 11, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taihei Machinery Works Ltd SGARCH
paramt-stat
ω1.79104.65
α0.27215.32
β0.43536.75
γ1-0.0470-0.55
γ20.06060.48
γ30.07460.76
γ4-0.2542-2.67
γ50.34253.72
γ6-0.3364-2.73
γ70.25041.91
γ8-0.0549-0.46
γ9-0.0827-0.29
Estimation Period:
Jan 26, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts