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V-Lab

Taiyo Bussan Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.11% (-9.82%)
Analysis last updated: Wednesday, February 11, 2026 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiyo Bussan Kaisha Ltd S0GARCH
paramt-stat
ω1.13783.27
α0.27096.71
β0.529710.40
γ1-0.1212-0.89
γ20.14740.76
γ30.07150.72
γ4-0.2292-2.52
γ50.21831.88
γ6-0.2142-1.58
γ70.29162.21
γ8-0.3335-2.29
γ90.26871.97
Estimation Period:
Jan 25, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts