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Japan Oil Transportation Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.51% (+2.03%)
Analysis last updated: Friday, February 13, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japan Oil Transportation Co S0GARCH
paramt-stat
ω1.91926.70
α0.12539.46
β0.823947.90
γ10.05030.97
γ2-0.0223-0.27
γ3-0.1189-1.98
γ40.14482.93
γ5-0.0397-0.86
γ6-0.0367-0.77
γ70.04220.83
γ8-0.0634-1.14
γ90.12622.30
γ10-0.1260-2.73
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts