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Maruichi Steel Tube Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.42% (+0.40%)
Analysis last updated: Wednesday, February 11, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maruichi Steel Tube Ltd S0GARCH
paramt-stat
ω1.71638.75
α0.10047.48
β0.816238.37
γ10.04321.47
γ20.00190.04
γ3-0.1235-3.82
γ40.15154.63
γ5-0.1321-3.78
γ60.09772.70
γ7-0.0486-1.37
γ80.00760.20
γ90.00430.14
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts