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Sagami Rubber Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.31% (-0.92%)
Analysis last updated: Sunday, February 15, 2026 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sagami Rubber Industries Co S0GARCH
paramt-stat
ω1.34935.71
α0.16385.64
β0.768217.37
γ10.03520.47
γ2-0.0516-0.41
γ3-0.0327-0.28
γ40.13801.01
γ5-0.1864-1.38
γ60.21861.93
γ7-0.1768-1.94
γ8-0.0365-0.41
γ90.23102.91
γ10-0.1918-3.58
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts