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Shinmaywa Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.40% (-1.91%)
Analysis last updated: Sunday, February 15, 2026 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinmaywa Industries Ltd SGARCH
paramt-stat
ω1.24838.38
α0.14148.91
β0.719025.67
γ1-0.0013-0.05
γ20.09882.72
γ3-0.2374-7.84
γ40.25476.99
γ5-0.1958-3.90
γ60.13592.69
γ7-0.1093-2.66
γ80.09602.44
γ9-0.0210-0.37
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts