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Odawara Auto-Machine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.31% (-0.02%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Odawara Auto-Machine S0GARCH
paramt-stat
ω1.00862.41
α0.19054.78
β0.59169.79
γ1-0.2432-0.66
γ20.28390.54
γ30.03600.08
γ4-0.2827-0.67
γ50.65511.72
γ6-0.7017-1.63
γ7-0.1096-0.25
γ80.90982.46
γ9-0.9020-2.56
γ100.49421.70
Estimation Period:
Mar 16, 2009 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts