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Sankyo Co Ltd (Machinery) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.87% (-0.09%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sankyo Co Ltd (Machinery) SGARCH
paramt-stat
ω1.26914.72
α0.14237.61
β0.732818.56
γ10.07491.12
γ2-0.2007-2.13
γ30.19893.31
γ4-0.0445-0.87
γ5-0.1393-2.84
γ60.24163.90
γ7-0.2198-2.96
γ80.16841.91
γ9-0.0883-0.90
γ10-0.0851-0.62
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts