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V-Lab

Shobunsha Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.20% (-3.36%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shobunsha Holdings Inc SGARCH
paramt-stat
ω1.05634.85
α0.27218.20
β0.630521.06
γ1-0.2942-5.75
γ20.38735.20
γ3-0.0517-1.07
γ4-0.1128-2.48
γ50.12212.66
γ60.00480.10
γ7-0.2073-3.08
γ80.28573.18
Estimation Period:
Nov 14, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts