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Sankyo Co Ltd (Machinery) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.51% (-1.64%)
Analysis last updated: Wednesday, February 11, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sankyo Co Ltd (Machinery) S0GARCH
paramt-stat
ω2.13775.74
α0.15036.90
β0.605812.42
γ10.04120.88
γ20.02050.31
γ3-0.1400-3.21
γ40.12783.05
γ5-0.0677-1.70
γ60.04261.09
γ7-0.0050-0.13
γ8-0.0497-1.64
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts