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V-Lab

Tosei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.67% (-1.55%)
Analysis last updated: Friday, February 13, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tosei Corp S0GARCH
paramt-stat
ω2.76744.10
α0.14646.87
β0.777228.13
γ10.45374.44
γ2-0.6356-4.29
γ30.28052.88
γ4-0.2671-2.79
γ50.37243.94
γ6-0.3067-3.45
γ70.12981.58
γ8-0.0255-0.38
Estimation Period:
Mar 1, 2004 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts