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V-Lab

Daito Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.74% (-8.37%)
Analysis last updated: Sunday, February 8, 2026 at 01:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daito Bank Ltd S0GARCH
paramt-stat
ω1.01143.46
α0.26947.34
β0.524514.46
γ1-0.0143-0.18
γ2-0.0019-0.02
γ30.12301.30
γ4-0.2057-2.13
γ50.12701.60
γ6-0.0624-1.08
γ70.05701.15
γ8-0.0087-0.20
γ9-0.0497-1.03
γ100.06261.46
Estimation Period:
Dec 10, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts