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V-Lab

Ulvac Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:80.57% (-10.81%)
Analysis last updated: Sunday, February 15, 2026 at 01:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ulvac Inc SGARCH
paramt-stat
ω1.13086.15
α0.10605.19
β0.736414.59
γ10.27282.81
γ2-0.5133-3.51
γ30.48274.80
γ4-0.4458-4.64
γ50.27792.28
γ6-0.0677-0.54
γ7-0.0468-0.42
γ80.10110.79
γ9-0.0684-0.31
Estimation Period:
Apr 20, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts