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V-Lab

Japan Lifeline Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.35% (-2.01%)
Analysis last updated: Friday, February 13, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Lifeline Co Ltd SGARCH
paramt-stat
ω1.91907.40
α0.20985.38
β0.55448.44
γ10.00840.14
γ2-0.0741-0.82
γ30.24383.95
γ4-0.3938-6.37
γ50.52507.74
γ6-0.5256-6.75
γ70.18132.16
γ80.12301.45
γ9-0.1449-1.12
Estimation Period:
Dec 18, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts