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V-Lab

Daisyo Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.94% (-0.80%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daisyo Corp SGARCH
paramt-stat
ω2.25944.47
α0.13738.56
β0.785233.91
γ10.14911.86
γ2-0.2790-2.39
γ30.19872.33
γ4-0.0114-0.14
γ5-0.1606-1.93
γ60.18242.83
γ7-0.1368-2.02
γ80.19222.74
γ9-0.3195-4.48
γ100.35273.78
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts