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V-Lab

Sanrio Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.80% (-1.18%)
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 SGARCH
paramt-stat
ω0.92019.57
α0.15779.36
β0.707425.61
γ1-0.0996-3.58
γ20.16333.84
γ3-0.1165-3.62
γ40.06992.11
γ50.01100.36
γ6-0.0693-2.13
γ70.06401.65
γ80.00720.17
γ9-0.0595-0.92
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts