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V-Lab

Hamamatsu Photonics Kk Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.82% (-1.08%)
Analysis last updated: Wednesday, February 11, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hamamatsu Photonics Kk SGARCH
paramt-stat
ω2.06857.68
α0.14885.04
β0.702214.98
γ1-0.0043-0.14
γ20.06071.25
γ3-0.1386-3.57
γ40.17474.67
γ5-0.1537-4.42
γ60.09903.27
γ7-0.0641-1.99
γ80.03940.89
γ90.08291.40
Estimation Period:
Mar 6, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts