Skip to main content
V-Lab

Genky Drugstores Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.07% (-2.05%)
Analysis last updated: Sunday, February 15, 2026 at 01:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Genky Drugstores Co Ltd SGARCH
paramt-stat
ω1.78553.77
α0.20967.56
β0.543311.31
γ1-0.1829-0.89
γ20.42701.34
γ3-0.3991-1.56
γ40.07330.34
γ50.47463.44
γ6-0.7425-6.81
γ70.41753.78
γ8-0.0001-0.00
γ9-0.1609-1.14
γ100.23251.18
Estimation Period:
Jun 10, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts