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V-Lab

Sakurajima Futo Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.34% (+4.18%)
Analysis last updated: Sunday, February 15, 2026 at 01:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sakurajima Futo Kaisha Ltd S0GARCH
paramt-stat
ω0.63653.29
α0.19516.60
β0.617313.66
γ10.09880.91
γ2-0.3381-2.37
γ30.36095.30
γ4-0.1211-2.06
γ5-0.0173-0.29
γ60.06000.82
γ7-0.0918-0.96
γ8-0.0099-0.09
γ90.19921.97
γ10-0.2071-3.10
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts