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V-Lab

Sapporo Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.45% (-1.11%)
Analysis last updated: Friday, February 13, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sapporo Holdings Ltd S0GARCH
paramt-stat
ω1.06346.01
α0.12208.63
β0.819840.53
γ1-0.1371-2.47
γ20.29653.46
γ3-0.2500-3.55
γ40.09791.43
γ50.03510.61
γ6-0.1235-1.95
γ70.15132.14
γ8-0.1131-1.89
γ90.08041.70
γ10-0.0540-1.60
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts