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V-Lab

Morinaga Milk Industry Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.64% (+24.66%)
Analysis last updated: Friday, February 13, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Morinaga Milk Industry Corp SGARCH
paramt-stat
ω1.89358.90
α0.16546.99
β0.602413.41
γ10.03050.99
γ20.01710.34
γ3-0.1353-3.64
γ40.19917.03
γ5-0.2247-7.81
γ60.23006.46
γ7-0.1965-4.67
γ80.09342.51
γ9-0.0174-0.41
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts