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Tokyo Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.53% (-1.73%)
Analysis last updated: Sunday, February 15, 2026 at 01:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Gas Co Ltd S0GARCH
paramt-stat
ω1.37205.67
α0.10687.79
β0.817831.80
γ1-0.0369-0.91
γ20.10061.67
γ3-0.1424-3.77
γ40.16425.75
γ5-0.1485-4.79
γ60.11402.54
γ7-0.1009-2.03
γ80.10452.69
γ9-0.0855-3.55
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts