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Mitsui Matsushima Hldg Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.94% (+0.94%)
Analysis last updated: Friday, February 13, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsui Matsushima Hldg Co SGARCH
paramt-stat
ω1.13066.97
α0.17516.02
β0.704920.93
γ1-0.0256-0.59
γ20.09811.46
γ3-0.1229-2.18
γ40.03850.59
γ50.04200.69
γ6-0.1051-2.20
γ70.15093.02
γ8-0.0907-1.44
γ90.05840.99
γ10-0.1733-2.37
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts