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V-Lab

Ensuiko Sugar Refining Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.77% (-0.55%)
Analysis last updated: Sunday, February 15, 2026 at 12:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ensuiko Sugar Refining Co SGARCH
paramt-stat
ω1.33725.31
α0.22688.08
β0.662624.93
γ1-0.0424-0.83
γ20.06070.84
γ3-0.0387-0.97
γ40.01590.45
γ50.05691.52
γ6-0.1438-3.29
γ70.14592.76
γ8-0.0279-0.41
γ90.01220.12
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts