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V-Lab

Mitani Sekisan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.92% (+6.52%)
Analysis last updated: Sunday, February 15, 2026 at 01:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitani Sekisan Co Ltd SGARCH
paramt-stat
ω0.58644.75
α0.13306.14
β0.645710.91
γ1-0.0814-1.17
γ2-0.0517-0.55
γ30.27064.45
γ4-0.2300-3.04
γ50.16252.00
γ6-0.1145-1.71
γ70.10351.96
γ8-0.1166-2.25
γ90.08651.29
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts