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V-Lab

Secom Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.35% (-0.85%)
Analysis last updated: Wednesday, February 11, 2026 at 11:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Secom Co Ltd S0GARCH
paramt-stat
ω1.48116.73
α0.129710.30
β0.791843.71
γ10.02120.71
γ20.08851.94
γ3-0.2337-6.24
γ40.17054.97
γ5-0.0569-1.77
γ60.01490.49
γ7-0.0004-0.01
γ8-0.0006-0.02
γ9-0.0074-0.27
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts