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Odawara Auto-Machine Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.23% (-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 SGARCH
paramt-stat
ω1.00052.39
α0.18814.79
β0.595610.10
γ1-0.2517-0.68
γ20.29300.55
γ30.04080.09
γ4-0.2967-0.70
γ50.67031.75
γ6-0.7094-1.64
γ7-0.1166-0.26
γ80.93882.39
γ9-0.9708-2.16
γ100.67540.92
Estimation Period:
Mar 16, 2009 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts