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V-Lab

Komeri Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.86% (+0.20%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Komeri Co Ltd SGARCH
paramt-stat
ω1.48614.10
α0.11326.30
β0.761624.11
γ10.14462.26
γ2-0.2631-3.09
γ30.21714.93
γ4-0.1850-4.53
γ50.14183.67
γ6-0.0562-1.26
γ7-0.0171-0.33
γ80.00780.13
γ90.04750.53
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts