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V-Lab

Maruhachi Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.06% (-0.67%)
Analysis last updated: Sunday, February 8, 2026 at 12:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maruhachi Holdings Co Ltd S0GARCH
paramt-stat
ω1.07661.87
α0.22764.80
β0.705113.85
γ1-0.1437-0.09
γ20.31230.14
γ3-1.5387-1.11
γ43.58823.25
γ5-4.0403-4.44
γ62.15292.07
γ70.88880.87
γ8-2.9272-2.66
γ93.14272.55
γ10-2.0091-1.94
Estimation Period:
Apr 8, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts