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V-Lab

Tokai Kisen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.72% (+1.93%)
Analysis last updated: Sunday, February 15, 2026 at 01:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokai Kisen Co Ltd S0GARCH
paramt-stat
ω2.84665.78
α0.29889.38
β0.588818.11
γ10.08672.26
γ2-0.1403-2.27
γ30.08091.82
γ4-0.0507-1.51
γ50.03791.45
γ6-0.0157-0.57
γ70.01170.51
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts