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Toyo Denki Seizo Kk Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.76% (-0.83%)
Analysis last updated: Sunday, February 15, 2026 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyo Denki Seizo Kk SGARCH
paramt-stat
ω0.91657.46
α0.13457.00
β0.693719.06
γ1-0.1417-1.82
γ20.22451.94
γ3-0.2033-3.29
γ40.24645.03
γ5-0.2108-4.23
γ60.11401.92
γ7-0.0101-0.13
γ8-0.0584-0.69
γ90.05580.61
γ100.08880.84
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts