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V-Lab

Japan Aviation Electronics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.86% (-1.21%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Aviation Electronics S0GARCH
paramt-stat
ω1.23717.59
α0.08547.76
β0.842843.39
γ1-0.0451-1.57
γ20.14033.22
γ3-0.1950-6.09
γ40.16625.24
γ5-0.0954-2.67
γ60.04691.25
γ7-0.0428-1.18
γ80.03540.90
γ9-0.0067-0.21
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts