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V-Lab

Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.75% (-1.01%)
Analysis last updated: Sunday, February 15, 2026 at 01:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keio Corp S0GARCH
paramt-stat
ω1.69005.98
α0.12568.00
β0.797936.96
γ1-0.0127-0.35
γ20.10511.90
γ3-0.2116-4.95
γ40.20766.00
γ5-0.1250-4.07
γ60.05671.79
γ7-0.0206-0.59
γ8-0.0019-0.05
γ9-0.0031-0.08
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts