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V-Lab

Mitsui DM Sugar Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.59% (-0.37%)
Analysis last updated: Sunday, February 8, 2026 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsui DM Sugar Co Ltd S0GARCH
paramt-stat
ω1.51797.42
α0.14938.71
β0.675920.76
γ1-0.0184-0.43
γ20.06200.89
γ3-0.1007-1.90
γ40.11582.85
γ5-0.0904-2.08
γ60.01850.36
γ70.05601.23
γ8-0.1079-1.86
γ90.11181.80
γ10-0.0487-1.31
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts