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V-Lab

Sintokogio Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.04% (-1.00%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sintokogio Ltd SGARCH
paramt-stat
ω1.29748.97
α0.09507.24
β0.821335.08
γ1-0.0362-1.14
γ20.13052.59
γ3-0.1964-5.18
γ40.16874.97
γ5-0.1074-3.33
γ60.05791.75
γ7-0.0180-0.51
γ8-0.0074-0.18
γ90.01340.22
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts