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V-Lab

Shibaura Machine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.66% (+2.35%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shibaura Machine Co Ltd SGARCH
paramt-stat
ω1.09818.83
α0.13257.62
β0.742723.10
γ1-0.0280-1.05
γ20.11352.78
γ3-0.1943-6.50
γ40.19256.94
γ5-0.1360-4.69
γ60.07312.35
γ7-0.0134-0.42
γ8-0.0241-0.50
γ90.00350.03
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts