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Japan Exchange Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.31% (-2.16%)
Analysis last updated: Friday, February 13, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Exchange Group Inc S0GARCH
paramt-stat
ω0.97583.84
α0.10508.04
β0.893867.22
γ1-0.5463-0.91
γ2-0.4438-0.57
γ33.13553.55
γ4-3.6373-3.27
γ51.86992.32
γ6-0.4354-1.02
γ70.09910.41
γ8-0.0424-0.19
γ9-0.0222-0.12
Estimation Period:
Apr 5, 2004 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts