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V-Lab

Daiichi Koutsu Sangyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.89% (-0.16%)
Analysis last updated: Friday, February 13, 2026 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiichi Koutsu Sangyo Co Ltd SGARCH
paramt-stat
ω1.47792.81
α0.09794.41
β0.832522.83
γ1-0.0654-0.42
γ20.05940.29
γ30.03100.21
γ4-0.0072-0.04
γ5-0.0170-0.10
γ6-0.1646-0.78
γ70.43351.80
γ8-0.8162-3.06
Estimation Period:
Apr 29, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts