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V-Lab

Shikibo Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.30% (-1.01%)
Analysis last updated: Sunday, February 15, 2026 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shikibo Ltd SGARCH
paramt-stat
ω1.14945.29
α0.12307.61
β0.809730.22
γ1-0.0870-1.61
γ20.11901.44
γ3-0.0738-1.21
γ40.11851.73
γ5-0.1759-2.52
γ60.15262.68
γ7-0.0712-1.25
γ80.05140.75
γ9-0.0978-0.84
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts