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Dynam Japan Hldgs Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.71% (+1.10%)
Analysis last updated: Wednesday, February 11, 2026 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dynam Japan Hldgs Co Ltd S0GARCH
paramt-stat
ω0.57871.12
α0.14316.19
β0.811430.11
γ1-0.8456-1.07
γ21.08551.06
γ3-0.5486-1.18
γ40.52721.28
γ5-0.0122-0.04
γ6-0.4363-1.38
γ70.27161.30
Estimation Period:
Aug 6, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts