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Daiwa Motor Transn Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.79% (-0.11%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa Motor Transn Co Ltd SGARCH
paramt-stat
ω0.98332.49
α0.18524.70
β0.742717.19
γ1-0.4250-1.98
γ20.57381.81
γ3-0.3427-1.56
γ40.49292.88
γ5-0.6453-3.73
γ60.74873.30
γ7-0.6835-2.45
γ80.28171.03
γ90.24921.06
γ10-0.5115-1.12
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts