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V-Lab

Mitsui DM Sugar Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.97% (-1.27%)
Analysis last updated: Sunday, February 15, 2026 at 12:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsui DM Sugar Co Ltd SGARCH
paramt-stat
ω1.55547.75
α0.14678.74
β0.682321.22
γ1-0.0298-0.71
γ20.08811.26
γ3-0.1301-2.45
γ40.14383.55
γ5-0.1129-2.58
γ60.03100.59
γ70.05601.21
γ8-0.1231-2.02
γ90.15142.04
γ10-0.1495-1.80
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts