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V-Lab

Matsui Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.11% (+27.72%)
Analysis last updated: Friday, February 13, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Matsui Construction Co Ltd S0GARCH
paramt-stat
ω1.51067.95
α0.15458.27
β0.711924.04
γ10.00210.06
γ20.09581.84
γ3-0.2311-5.71
γ40.22674.42
γ5-0.1146-2.04
γ60.03780.87
γ7-0.0776-1.62
γ80.12872.09
γ9-0.1124-2.30
γ100.06102.13
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts