Skip to main content
V-Lab

Yutaka Giken Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.82% (-1.85%)
Analysis last updated: Friday, February 13, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yutaka Giken Co Ltd SGARCH
paramt-stat
ω1.40745.48
α0.14986.85
β0.712818.45
γ1-0.2200-2.53
γ20.26432.00
γ30.04630.44
γ4-0.1532-1.44
γ50.03100.31
γ60.04380.41
γ70.09690.68
γ8-0.2547-1.67
γ90.28641.88
γ10-0.3753-1.36
Estimation Period:
Oct 21, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts