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V-Lab

Keihan Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.34% (-0.73%)
Analysis last updated: Sunday, February 15, 2026 at 01:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keihan Holdings Co Ltd SGARCH
paramt-stat
ω0.87673.80
α0.17406.22
β0.766425.15
γ1-0.0589-0.59
γ20.19421.34
γ3-0.2475-3.30
γ40.22883.92
γ5-0.2561-3.79
γ60.22712.76
γ7-0.1115-1.27
γ80.02480.21
γ90.00030.00
γ10-0.0768-0.63
Estimation Period:
Aug 11, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts