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V-Lab

Mori-Gumi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.02% (+0.89%)
Analysis last updated: Sunday, February 15, 2026 at 12:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mori-Gumi Co Ltd SGARCH
paramt-stat
ω0.59735.25
α0.23926.05
β0.569912.47
γ1-0.0628-0.51
γ2-0.1477-0.78
γ30.38232.77
γ4-0.2612-1.86
γ50.16031.23
γ6-0.1621-1.34
γ70.23342.37
γ8-0.4175-4.66
γ90.53435.08
γ10-0.4404-2.75
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts