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V-Lab

Ikegami Tsushinki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.49% (-1.18%)
Analysis last updated: Wednesday, February 11, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ikegami Tsushinki Co Ltd SGARCH
paramt-stat
ω0.92328.37
α0.11106.12
β0.785124.84
γ1-0.0837-2.04
γ20.19223.21
γ3-0.1935-4.25
γ40.10081.99
γ5-0.0071-0.13
γ6-0.0002-0.00
γ7-0.0595-1.00
γ80.10301.36
γ9-0.0967-0.93
γ100.07880.59
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts