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V-Lab

Elecom Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.40% (-0.70%)
Analysis last updated: Friday, February 13, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Elecom Co Ltd SGARCH
paramt-stat
ω0.66573.58
α0.11264.55
β0.60016.55
γ1-0.7677-2.67
γ21.17442.99
γ3-0.7893-4.32
γ40.76814.19
γ5-0.7330-3.08
γ60.54532.36
γ7-0.1516-0.70
γ8-0.2260-0.65
γ90.25220.63
γ100.03460.11
Estimation Period:
Nov 23, 2006 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts