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V-Lab

Yutaka Trusty Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.18% (-7.46%)
Analysis last updated: Wednesday, February 11, 2026 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yutaka Trusty Securities Co S0GARCH
paramt-stat
ω1.05164.18
α0.13126.29
β0.804930.01
γ1-0.0515-0.39
γ20.00020.00
γ30.08640.76
γ40.02200.23
γ5-0.1691-1.33
γ60.13420.98
γ70.12431.14
γ8-0.3597-3.13
γ90.31732.85
γ10-0.1028-1.46
Estimation Period:
Nov 15, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts