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V-Lab

Incap OYJ Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.33% (-1.97%)
Analysis last updated: Thursday, February 12, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incap OYJ S0GARCH
paramt-stat
ω0.44164.13
α0.13683.99
β0.73819.21
γ1-0.4104-3.35
γ20.29091.67
γ30.47093.77
γ4-0.5584-4.02
γ50.29061.67
γ6-0.4140-2.39
γ70.72965.40
γ8-0.4663-2.89
γ9-0.0869-0.41
γ100.24251.59
Estimation Period:
Mar 16, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts