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V-Lab

Sawai Group Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.98% (+16.70%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sawai Group Holdings Co Ltd S0GARCH
paramt-stat
ω0.75275.50
α0.20785.81
β0.600811.72
γ1-0.2523-4.05
γ20.29633.35
γ3-0.0291-0.48
γ4-0.0439-0.70
γ50.07181.39
γ6-0.0748-1.61
γ70.04380.76
γ80.02160.40
γ9-0.0617-1.64
Estimation Period:
Sep 22, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts