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V-Lab

Sakurajima Futo Kaisha Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.71% (+5.53%)
Analysis last updated: Sunday, February 15, 2026 at 01:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sakurajima Futo Kaisha Ltd SGARCH
paramt-stat
ω0.67423.47
α0.20216.54
β0.608513.09
γ10.13721.30
γ2-0.3976-2.85
γ30.39465.85
γ4-0.1385-2.36
γ5-0.0132-0.22
γ60.06120.84
γ7-0.0859-0.91
γ8-0.0367-0.33
γ90.26842.42
γ10-0.4141-1.97
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts