Skip to main content
V-Lab

Taiho Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.79% (-2.61%)
Analysis last updated: Wednesday, February 11, 2026 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiho Kogyo Co Ltd S0GARCH
paramt-stat
ω0.61716.41
α0.17827.93
β0.635516.48
γ1-0.2541-5.06
γ20.42965.83
γ3-0.2443-5.31
γ40.04801.11
γ50.03330.77
γ60.02670.71
γ7-0.1143-2.98
γ80.11603.66
Estimation Period:
Mar 15, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts