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Tokyo Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.40% (-1.75%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Gas Co Ltd S0GARCH
paramt-stat
ω1.38395.73
α0.10727.79
β0.817331.73
γ1-0.0356-0.88
γ20.09921.65
γ3-0.1425-3.77
γ40.16515.76
γ5-0.1498-4.81
γ60.11562.57
γ7-0.1026-2.06
γ80.10612.72
γ9-0.0868-3.60
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts