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Sankyo Tateyama Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.25% (+7.55%)
Analysis last updated: Wednesday, February 11, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sankyo Tateyama Inc S0GARCH
paramt-stat
ω1.23256.81
α0.16334.61
β0.60059.24
γ10.04330.19
γ2-0.1203-0.35
γ30.15070.59
γ40.13280.50
γ5-0.6395-2.33
γ60.82603.13
γ7-0.7784-3.01
γ80.60673.06
Estimation Period:
Dec 3, 2012 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts