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V-Lab

Sapporo Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.43% (+4.67%)
Analysis last updated: Friday, February 6, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sapporo Holdings Ltd SGARCH
paramt-stat
ω0.96925.63
α0.12338.64
β0.817239.94
γ1-0.1752-3.12
γ20.35484.11
γ3-0.2838-4.06
γ40.11721.73
γ50.03110.54
γ6-0.1310-2.09
γ70.16172.31
γ8-0.1183-1.96
γ90.07491.36
γ10-0.0282-0.35
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts