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V-Lab

Sugita ACE Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.49% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sugita ACE Co Ltd SGARCH
paramt-stat
ω0.89182.47
α0.17894.63
β0.704012.16
γ1-0.1615-0.76
γ20.26900.99
γ3-0.3076-2.14
γ40.35361.96
γ5-0.2794-1.31
γ60.24801.39
γ7-0.2828-2.18
γ80.43112.92
γ9-0.3112-0.94
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts