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V-Lab

Saibu Gas Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.92% (-0.62%)
Analysis last updated: Wednesday, February 11, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saibu Gas Holdings Co Ltd S0GARCH
paramt-stat
ω1.73015.91
α0.12405.27
β0.771222.46
γ1-0.0632-1.33
γ20.10351.54
γ3-0.0808-2.22
γ40.10973.54
γ5-0.1012-2.98
γ60.03080.80
γ70.03000.75
γ8-0.0817-1.79
γ90.07952.00
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts