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V-Lab

Sanyei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.74% (-0.88%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanyei Corp S0GARCH
paramt-stat
ω1.14523.30
α0.07985.23
β0.890949.80
γ1-0.0569-0.65
γ20.01790.14
γ30.05520.49
γ4-0.0273-0.27
γ50.00230.03
γ60.09430.73
γ7-0.2231-1.39
γ80.26782.20
γ9-0.1757-2.97
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts