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Sanyo Elec Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.68% (-0.93%)
Analysis last updated: Sunday, February 15, 2026 at 01:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sanyo Elec Railway Co Ltd S0GARCH
paramt-stat
ω1.60644.72
α0.246310.33
β0.550114.10
γ10.02180.38
γ20.00340.04
γ3-0.0775-1.24
γ40.05250.77
γ50.07761.12
γ6-0.1236-1.73
γ70.05770.68
γ8-0.0634-0.86
γ90.09282.58
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts