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V-Lab

Shimadzu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.96% (-1.05%)
Analysis last updated: Wednesday, February 11, 2026 at 11:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimadzu Corp SGARCH
paramt-stat
ω1.22887.94
α0.11808.22
β0.792635.85
γ1-0.0097-0.29
γ20.09291.92
γ3-0.1948-6.65
γ40.19547.11
γ5-0.1256-3.78
γ60.06461.72
γ7-0.0387-0.90
γ80.01040.21
γ90.00270.04
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts