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V-Lab

Seiko Epson Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.25% (-1.39%)
Analysis last updated: Friday, February 13, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seiko Epson Corp SGARCH
paramt-stat
ω1.54274.56
α0.08935.69
β0.771320.10
γ10.27721.68
γ2-0.2620-1.22
γ3-0.2022-2.04
γ40.46304.57
γ5-0.5191-3.98
γ60.23541.46
γ70.20411.11
γ8-0.3511-2.10
γ90.25801.75
γ10-0.2555-1.11
Estimation Period:
Jun 26, 2003 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts