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V-Lab

Mori-Gumi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.50% (-0.65%)
Analysis last updated: Wednesday, February 11, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mori-Gumi Co Ltd S0GARCH
paramt-stat
ω0.58645.23
α0.23615.97
β0.569612.16
γ1-0.0748-0.62
γ2-0.1245-0.66
γ30.35772.65
γ4-0.2338-1.70
γ50.13311.04
γ6-0.1358-1.13
γ70.20492.08
γ8-0.3754-4.08
γ90.45134.50
γ10-0.2261-3.31
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts