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V-Lab

Daiwa Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.15% (-1.46%)
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 SGARCH
paramt-stat
ω1.30035.01
α0.27256.57
β0.569612.90
γ1-0.2253-2.67
γ20.31132.41
γ30.01350.12
γ4-0.2677-2.62
γ50.29132.62
γ6-0.3399-2.19
γ70.52193.26
γ8-0.5549-3.95
γ90.41432.16
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts