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V-Lab

Shochiku Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.93% (-1.20%)
Analysis last updated: Friday, February 13, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shochiku Co Ltd SGARCH
paramt-stat
ω1.79567.95
α0.14445.78
β0.712912.02
γ1-0.0647-1.72
γ20.19933.36
γ3-0.2952-6.24
γ40.30366.60
γ5-0.2153-4.38
γ60.06901.06
γ70.06960.85
γ8-0.1141-1.22
γ90.04070.47
γ100.07290.83
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts