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V-Lab

Sanwa Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.39% (+0.40%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanwa Holdings Corp SGARCH
paramt-stat
ω1.42025.43
α0.11718.10
β0.812440.15
γ1-0.0281-0.79
γ20.15843.14
γ3-0.2731-8.68
γ40.23807.54
γ5-0.1379-4.06
γ60.04651.33
γ7-0.0015-0.04
γ80.00650.15
γ90.00900.15
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts