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V-Lab

Sankyo Frontier Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.95% (-1.10%)
Analysis last updated: Friday, February 13, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sankyo Frontier Co Ltd SGARCH
paramt-stat
ω1.04135.55
α0.27285.91
β0.39695.48
γ1-0.0294-0.42
γ2-0.0347-0.32
γ30.06720.81
γ40.08331.21
γ5-0.2054-2.58
γ60.24072.72
γ7-0.1996-1.86
γ80.08810.71
γ9-0.1498-1.07
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts