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Chiyoda Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:91.18% (-0.70%)
Analysis last updated: Friday, February 20, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chiyoda Corp S0GARCH
paramt-stat
ω1.18588.21
α0.11378.35
β0.834445.52
γ10.07722.89
γ2-0.0529-1.22
γ3-0.1162-3.16
γ40.16914.84
γ5-0.1325-4.64
γ60.11473.65
γ7-0.1007-2.79
γ80.05281.74
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts