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V-Lab

Japan Investment Adviser Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:115.86% (+74.09%)
Analysis last updated: Friday, February 13, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Investment Adviser Co SGARCH
paramt-stat
ω3.22934.01
α0.14504.18
β0.52096.59
γ11.83333.01
γ2-2.0982-1.80
γ30.24430.19
γ40.43500.37
γ5-1.0617-1.44
γ60.78891.46
γ7-0.3591-0.67
γ81.69133.08
γ9-3.5026-3.93
γ103.55541.93
Estimation Period:
Sep 11, 2014 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts