Skip to main content
V-Lab

Sakuma Exports Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.94% (-0.09%)
Analysis last updated: Thursday, February 12, 2026 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sakuma Exports Ltd S0GARCH
paramt-stat
ω0.70565.36
α0.27205.46
β0.36814.62
γ1-0.4771-1.68
γ20.88062.13
γ3-0.9947-2.68
γ41.17112.89
γ5-0.9513-2.51
γ60.35881.08
γ70.19550.58
γ8-0.2094-0.52
γ9-0.2562-0.63
γ100.52002.05
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts