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Japan Asia Investment Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.60% (+4.28%)
Analysis last updated: Sunday, February 15, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Asia Investment Co Ltd SGARCH
paramt-stat
ω0.67445.04
α0.14425.72
β0.787425.42
γ1-0.1359-2.33
γ20.11521.37
γ30.10502.12
γ4-0.1364-2.84
γ50.02090.33
γ60.10841.39
γ7-0.1508-1.86
γ80.15031.69
Estimation Period:
Sep 25, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts