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V-Lab

Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.73% (+1.96%)
Analysis last updated: Friday, February 13, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keio Corp S0GARCH
paramt-stat
ω1.67585.94
α0.12497.97
β0.799337.09
γ1-0.0146-0.40
γ20.10781.94
γ3-0.2128-4.98
γ40.20775.99
γ5-0.1238-4.01
γ60.05521.73
γ7-0.0199-0.56
γ8-0.0020-0.05
γ9-0.0032-0.08
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts