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V-Lab

Horiba Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.41% (-2.44%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Horiba Ltd S0GARCH
paramt-stat
ω1.24808.51
α0.14517.27
β0.700118.73
γ10.01700.61
γ20.02200.51
γ3-0.0936-2.90
γ40.12063.82
γ5-0.1479-4.09
γ60.13993.20
γ7-0.0730-1.85
γ80.01970.65
γ9-0.0094-0.36
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts