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V-Lab

Sparx Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.77% (-4.60%)
Analysis last updated: Friday, February 13, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sparx Group Co Ltd SGARCH
paramt-stat
ω1.96652.48
α0.14323.73
β0.766723.20
γ10.00210.01
γ2-0.0109-0.04
γ30.04860.24
γ4-0.0303-0.22
γ5-0.1354-1.26
γ60.27272.38
γ7-0.1976-1.61
γ8-0.0171-0.11
γ90.33311.07
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts