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V-Lab

Mitsui E&S Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:72.78% (+1.53%)
Analysis last updated: Saturday, February 21, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsui E&S Co Ltd SGARCH
paramt-stat
ω1.04967.55
α0.10037.24
β0.843345.32
γ10.05071.19
γ20.00250.04
γ3-0.1457-3.38
γ40.13463.13
γ5-0.0584-1.19
γ60.01540.34
γ70.06611.36
γ8-0.1588-2.01
γ90.24182.04
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts