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V-Lab

Fujita Kanko Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:102.29% (+46.86%)
Analysis last updated: Friday, February 13, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujita Kanko SGARCH
paramt-stat
ω1.34076.45
α0.12239.70
β0.813342.69
γ1-0.0094-0.19
γ20.05790.80
γ3-0.1493-3.07
γ40.20294.45
γ5-0.1701-3.78
γ60.13862.74
γ7-0.1086-1.54
γ80.00790.07
γ90.11430.93
γ10-0.1861-1.62
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts