Skip to main content
V-Lab

Sawafuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.15% (-0.15%)
Analysis last updated: Wednesday, February 11, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sawafuji Electric Co Ltd S0GARCH
paramt-stat
ω1.01046.75
α0.19735.78
β0.49669.38
γ1-0.0806-1.18
γ20.15271.59
γ3-0.1373-2.90
γ40.05691.15
γ50.08281.42
γ6-0.1662-3.11
γ70.17713.14
γ8-0.1218-1.45
γ90.01610.15
γ100.04250.45
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts