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V-Lab

Sk Japan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.79% (+9.07%)
Analysis last updated: Friday, February 13, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sk Japan Co Ltd S0GARCH
paramt-stat
ω2.15102.31
α0.17535.68
β0.799722.89
γ1-0.2372-1.47
γ20.66013.01
γ3-0.8104-5.09
γ40.60933.58
γ5-0.2006-1.37
γ6-0.1599-1.07
γ70.21681.52
γ8-0.0953-1.12
Estimation Period:
Aug 3, 2001 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts