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Araya Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.95% (-2.73%)
Analysis last updated: Sunday, February 15, 2026 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Araya Industrial Co Ltd S0GARCH
paramt-stat
ω1.93745.05
α0.14595.62
β0.745518.53
γ10.10111.84
γ2-0.1300-1.67
γ30.00680.13
γ40.03340.65
γ50.03980.56
γ6-0.1183-1.16
γ70.10841.11
γ8-0.0592-0.83
γ90.02720.63
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts