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V-Lab

Suzumo Machinery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.78% (+1.65%)
Analysis last updated: Sunday, February 15, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Suzumo Machinery Co Ltd SGARCH
paramt-stat
ω1.97073.15
α0.24385.68
β0.677615.12
γ10.09590.57
γ20.11290.49
γ3-0.3897-2.41
γ40.26991.60
γ5-0.2530-1.56
γ60.43792.44
γ7-0.5418-3.24
γ80.43002.44
γ9-0.3116-1.19
γ100.68131.79
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts