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Saikaya Department Store Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.67% (-6.75%)
Analysis last updated: Tuesday, February 17, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saikaya Department Store Co S0GARCH
paramt-stat
ω0.59753.24
α0.16787.63
β0.775131.57
γ10.04650.46
γ2-0.3587-2.67
γ30.76607.70
γ4-0.8130-5.99
γ50.56743.71
γ6-0.4354-2.50
γ70.52142.45
γ8-0.6156-3.30
γ90.48724.70
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts