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V-Lab

Daiwa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.00% (-1.57%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa Co Ltd S0GARCH
paramt-stat
ω1.30485.03
α0.27126.58
β0.571112.93
γ1-0.2226-2.64
γ20.30972.40
γ30.00780.07
γ4-0.2575-2.52
γ50.27952.51
γ6-0.3266-2.10
γ70.50253.21
γ8-0.5184-4.56
γ90.32554.16
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts