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V-Lab

Mitsuboshi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.80% (-2.39%)
Analysis last updated: Sunday, February 15, 2026 at 02:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsuboshi Co Ltd S0GARCH
paramt-stat
ω0.71055.25
α0.10855.97
β0.823028.43
γ1-0.0421-0.38
γ2-0.0954-0.54
γ30.17741.23
γ40.06630.41
γ5-0.3050-1.95
γ60.36562.00
γ7-0.2759-1.41
γ80.35652.23
γ9-0.5207-4.15
γ100.37055.10
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts