Skip to main content
V-Lab

Tokai Rika Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.17% (-0.97%)
Analysis last updated: Sunday, February 15, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokai Rika Co Ltd S0GARCH
paramt-stat
ω1.11758.03
α0.09418.19
β0.825439.81
γ10.01670.50
γ20.00210.04
γ3-0.0806-2.65
γ40.15695.57
γ5-0.1810-6.11
γ60.12073.78
γ7-0.0337-1.09
γ8-0.0110-0.37
γ90.01730.79
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts