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V-Lab

UMENOHANA GROUP CO LTD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.50% (+0.08%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UMENOHANA GROUP CO LTD SGARCH
paramt-stat
ω5.19984.76
α0.39136.26
β0.489810.49
γ10.16562.06
γ2-0.1609-1.14
γ30.02830.24
γ4-0.0684-0.69
γ50.01650.18
γ60.16701.58
γ7-0.3844-2.68
γ80.46212.40
Estimation Period:
May 5, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts