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Sajo Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.12% (-7.54%)
Analysis last updated: Wednesday, February 11, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sajo Industries Co Ltd S0GARCH
paramt-stat
ω0.90975.00
α0.16129.43
β0.802639.82
γ1-0.0085-0.20
γ20.04080.63
γ3-0.1112-2.09
γ40.14082.37
γ5-0.1102-2.05
γ60.09232.00
γ7-0.0976-1.64
γ80.13571.67
γ9-0.1246-1.74
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts