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Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.56% (+9.07%)
Analysis last updated: Tuesday, February 17, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sapporo Holdings Ltd S0GARCH
paramt-stat
ω1.06295.97
α0.12108.64
β0.821941.22
γ1-0.1368-2.45
γ20.29563.42
γ3-0.2488-3.51
γ40.09671.40
γ50.03620.62
γ6-0.1248-1.96
γ70.15292.15
γ8-0.1152-1.92
γ90.08341.76
γ10-0.0569-1.68
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts