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V-Lab

Ozu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.40% (+0.34%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ozu Corp SGARCH
paramt-stat
ω0.83955.67
α0.30255.50
β0.51949.81
γ1-0.3500-3.86
γ20.35542.40
γ30.04060.33
γ4-0.0466-0.35
γ50.07700.58
γ6-0.2542-2.02
γ70.33612.80
γ8-0.2403-1.99
γ90.21121.69
γ10-0.5219-3.68
Estimation Period:
Mar 1, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts