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V-Lab

Sagami Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.45% (+14.64%)
Analysis last updated: Sunday, February 15, 2026 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sagami Holdings Corp SGARCH
paramt-stat
ω1.85193.70
α0.21537.39
β0.662418.44
γ10.09421.23
γ2-0.2450-2.31
γ30.22843.29
γ40.05260.74
γ5-0.2789-3.48
γ60.21392.58
γ7-0.0975-1.30
γ80.10621.47
γ9-0.1725-2.02
γ100.20552.09
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts