Skip to main content
V-Lab

Tokai Lease Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.80% (+4.96%)
Analysis last updated: Sunday, February 15, 2026 at 01:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokai Lease Co Ltd SGARCH
paramt-stat
ω1.37307.57
α0.17526.79
β0.686418.38
γ10.09632.45
γ2-0.1245-2.01
γ30.06441.17
γ4-0.1474-2.45
γ50.21373.10
γ6-0.1764-1.92
γ70.08541.00
γ80.03670.49
γ9-0.0241-0.20
γ10-0.0038-0.02
Estimation Period:
Feb 19, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts