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V-Lab

Misawa & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.04% (-2.14%)
Analysis last updated: Sunday, February 8, 2026 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Misawa & Co Ltd SGARCH
paramt-stat
ω3.20613.12
α0.41424.02
β0.42625.35
γ10.34400.90
γ20.01050.02
γ3-1.0698-2.54
γ41.63834.85
γ5-1.4213-3.45
γ60.25620.45
γ70.33430.66
γ80.26410.49
γ9-0.3345-0.28
Estimation Period:
Dec 23, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts