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Mandom Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.60% (-0.33%)
Analysis last updated: Tuesday, February 17, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mandom Corp S0GARCH
paramt-stat
ω0.93888.52
α0.16996.93
β0.542110.38
γ10.03481.24
γ2-0.1697-4.14
γ30.278610.01
γ4-0.2285-8.10
γ50.15204.34
γ6-0.1090-2.64
γ70.04381.01
γ80.00380.10
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts