Skip to main content
V-Lab

Otsuka Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.74% (+8.75%)
Analysis last updated: Wednesday, February 11, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otsuka Holdings Co Ltd S0GARCH
paramt-stat
ω0.77337.03
α0.18414.88
β0.24112.42
γ1-0.0749-0.59
γ20.17020.91
γ3-0.2479-2.04
γ40.35503.40
γ5-0.4730-5.26
γ60.53715.93
γ7-0.3832-5.76
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts