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Morinaga Milk Industry Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.92% (-7.21%)
Analysis last updated: Sunday, February 15, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morinaga Milk Industry Corp S0GARCH
paramt-stat
ω1.90598.97
α0.16366.95
β0.601013.30
γ10.03641.19
γ20.00490.10
γ3-0.1215-3.32
γ40.18426.57
γ5-0.2109-7.34
γ60.21856.11
γ7-0.1874-4.44
γ80.08542.43
γ90.00060.03
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts