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V-Lab

Shimojima Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.63% (+5.03%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimojima Co Ltd S0GARCH
paramt-stat
ω1.41842.47
α0.13616.36
β0.749321.90
γ10.00520.05
γ2-0.0578-0.48
γ30.12412.52
γ4-0.1264-2.12
γ50.08411.59
γ60.01750.46
γ7-0.1425-4.47
γ80.14586.18
Estimation Period:
Jan 4, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts