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V-Lab

Sugita ACE Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.88% (0.00%)
Analysis last updated: Wednesday, February 11, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sugita ACE Co Ltd S0GARCH
paramt-stat
ω0.90862.71
α0.18964.57
β0.673810.43
γ1-0.1486-0.76
γ20.24770.97
γ3-0.2879-2.05
γ40.32941.83
γ5-0.2563-1.21
γ60.23851.37
γ7-0.3038-2.37
γ80.50553.37
γ9-0.5022-3.61
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts