Skip to main content
V-Lab

Maruha Nichiro Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.29% (+2.59%)
Analysis last updated: Friday, February 13, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maruha Nichiro Corp SGARCH
paramt-stat
ω1.56987.19
α0.12636.65
β0.738023.29
γ1-0.0025-0.05
γ20.08551.26
γ3-0.1888-4.02
γ40.19284.31
γ5-0.1510-3.73
γ60.10431.67
γ7-0.0614-0.61
γ80.03420.35
γ9-0.0382-0.61
γ100.07561.34
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts