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V-Lab

Anabuki Kosan Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.71% (+0.54%)
Analysis last updated: Wednesday, February 11, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Anabuki Kosan Inc SGARCH
paramt-stat
ω3.15346.17
α0.23487.54
β0.626814.25
γ10.41394.24
γ2-0.6109-4.01
γ30.35103.58
γ4-0.3584-3.88
γ50.46243.80
γ6-0.4305-3.10
γ70.23012.06
γ8-0.1756-1.26
Estimation Period:
Jun 18, 2004 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts