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Shobunsha Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.96% (+1.05%)
Analysis last updated: Sunday, February 15, 2026 at 01:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shobunsha Holdings Inc S0GARCH
paramt-stat
ω1.08384.88
α0.27348.11
β0.629120.95
γ1-0.2856-5.59
γ20.37475.04
γ3-0.0456-0.95
γ4-0.1157-2.55
γ50.12552.76
γ6-0.0055-0.12
γ7-0.1792-3.13
γ80.20404.25
Estimation Period:
Nov 14, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts