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Sagami Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.39% (-1.58%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sagami Holdings Corp S0GARCH
paramt-stat
ω1.77853.55
α0.21507.27
β0.664118.30
γ10.07290.93
γ2-0.2151-1.98
γ30.21893.11
γ40.04730.66
γ5-0.2630-3.26
γ60.19342.32
γ7-0.0752-1.00
γ80.07831.12
γ9-0.1244-1.61
γ100.08761.45
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts