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V-Lab

Sanrio Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.59% (-1.19%)
Analysis last updated: Wednesday, February 11, 2026 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanrio Co Ltd S0GARCH
paramt-stat
ω0.99629.94
α0.15679.34
β0.710726.02
γ1-0.0762-2.70
γ20.12782.97
γ3-0.0967-2.99
γ40.05891.77
γ50.01400.45
γ6-0.0674-2.07
γ70.06091.59
γ80.00970.26
γ9-0.0622-2.37
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts