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V-Lab

Izumi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.30% (+5.67%)
Analysis last updated: Tuesday, February 17, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Izumi Co Ltd S0GARCH
paramt-stat
ω1.41197.35
α0.19718.04
β0.584712.86
γ10.01310.35
γ20.03820.67
γ3-0.1052-2.70
γ40.07662.32
γ5-0.0283-0.73
γ6-0.0060-0.11
γ70.03610.68
γ8-0.0546-1.50
γ90.04942.24
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts