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V-Lab

Japan Exchange Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.02% (+6.37%)
Analysis last updated: Tuesday, February 10, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Exchange Group Inc SGARCH
paramt-stat
ω1.03184.25
α0.10768.27
β0.891768.73
γ1-0.6217-0.84
γ2-0.4116-0.45
γ33.29483.85
γ4-3.8489-3.58
γ52.01522.56
γ6-0.5183-1.21
γ70.17490.70
γ8-0.1780-0.70
γ90.27850.76
Estimation Period:
Apr 5, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts