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V-Lab

Muromachi Chemicals Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.25% (+3.01%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Muromachi Chemicals Inc SGARCH
paramt-stat
ω3.19391.89
α0.50802.96
β0.24173.10
γ15.98191.58
γ2-7.4915-1.44
γ30.12160.03
γ43.50011.02
γ5-2.5467-0.97
γ62.77681.04
γ7-9.4992-2.32
γ822.07533.73
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts