Skip to main content
V-Lab

Keikyu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.00% (+15.41%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keikyu Corp SGARCH
paramt-stat
ω1.17803.96
α0.12379.69
β0.818849.00
γ1-0.1206-2.43
γ20.22063.33
γ3-0.1938-5.20
γ40.20045.54
γ5-0.2000-4.78
γ60.17213.33
γ7-0.1148-2.16
γ80.01460.34
γ90.05751.09
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts