Skip to main content
V-Lab

Sugai Chemical Industry Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.05% (-3.40%)
Analysis last updated: Sunday, February 15, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sugai Chemical Industry Co SGARCH
paramt-stat
ω0.98397.72
α0.20336.19
β0.677816.74
γ1-0.0793-2.01
γ20.20012.96
γ3-0.2893-4.57
γ40.25334.36
γ5-0.0886-1.64
γ60.04070.58
γ7-0.1148-1.33
γ80.09960.93
γ90.07780.55
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts