Skip to main content
V-Lab

SD System Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.69% (-8.50%)
Analysis last updated: Sunday, February 15, 2026 at 02:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SD System Co Ltd SGARCH
paramt-stat
ω1.23274.24
α0.35366.04
β0.24163.02
γ10.86221.74
γ2-1.4450-1.78
γ31.06171.44
γ4-0.4537-0.59
γ5-0.6310-0.86
γ61.52753.47
γ7-1.4651-4.91
γ80.25440.60
γ90.67060.86
Estimation Period:
Jul 16, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts