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V-Lab

Yutaka Trusty Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.17% (-5.21%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yutaka Trusty Securities Co SGARCH
paramt-stat
ω1.01974.08
α0.13146.26
β0.805130.10
γ1-0.0659-0.50
γ20.02050.11
γ30.07550.66
γ40.03300.34
γ5-0.1803-1.43
γ60.14241.04
γ70.12061.09
γ8-0.3581-2.96
γ90.31182.20
γ10-0.0815-0.38
Estimation Period:
Nov 15, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts