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V-Lab

Sapporo Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.26% (-2.00%)
Analysis last updated: Saturday, February 21, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sapporo Holdings Ltd SGARCH
paramt-stat
ω0.97015.62
α0.12268.65
β0.818840.42
γ1-0.1742-3.11
γ20.35334.09
γ3-0.2834-4.05
γ40.11811.74
γ50.02910.50
γ6-0.1286-2.05
γ70.15962.28
γ8-0.1167-1.92
γ90.07241.30
γ10-0.0186-0.23
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts