Skip to main content
V-Lab

Saikaya Department Store Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.99% (-8.53%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saikaya Department Store Co SGARCH
paramt-stat
ω0.57923.41
α0.16297.31
β0.768429.36
γ10.06730.69
γ2-0.3946-3.05
γ30.79208.43
γ4-0.8322-6.53
γ50.58474.04
γ6-0.4557-2.70
γ70.55692.67
γ8-0.6969-3.80
γ90.75525.34
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts