Skip to main content
V-Lab

Daiwa Tsushin Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.85% (-0.54%)
Analysis last updated: Friday, February 13, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Daiwa Tsushin Co Ltd SGARCH
paramt-stat
ω3.71941.47
α0.88697.23
β0.09830.89
γ1-37.2641-2.47
γ250.72962.27
γ3-12.8384-1.11
γ4-7.8323-0.63
γ523.30491.42
γ6-33.7334-1.84
γ720.81431.07
γ815.65930.91
γ9-90.8476-5.20
Estimation Period:
Dec 26, 2022 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts