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V-Lab

Sekisui House Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.44% (-1.54%)
Analysis last updated: Saturday, February 14, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sekisui House Ltd S0GARCH
paramt-stat
ω1.73498.91
α0.26167.86
β0.28784.48
γ10.09521.19
γ2-0.0021-0.02
γ3-0.0838-0.88
γ4-0.1323-1.29
γ50.32732.78
γ6-0.4208-3.53
γ70.31292.78
γ8-0.0998-1.22
Estimation Period:
Aug 5, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts