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V-Lab

Mbk Co Ltd (Jpn) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.91% (+20.93%)
Analysis last updated: Sunday, February 15, 2026 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mbk Co Ltd (Jpn) S0GARCH
paramt-stat
ω0.81895.04
α0.24708.80
β0.576814.43
γ1-0.0460-0.98
γ20.13702.04
γ3-0.2434-5.31
γ40.30186.48
γ5-0.2876-5.65
γ60.23454.73
γ7-0.1831-3.79
γ80.17022.85
γ9-0.1071-2.40
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts