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Sakai Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.22% (+12.95%)
Analysis last updated: Sunday, February 15, 2026 at 01:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sakai Heavy Industries Ltd SGARCH
paramt-stat
ω1.48869.10
α0.21738.54
β0.653820.55
γ10.09093.13
γ2-0.1220-2.43
γ30.02110.53
γ40.03721.24
γ5-0.0634-2.83
γ60.06562.93
γ7-0.0540-1.65
γ80.03880.83
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts