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Maruzen Co Ltd (Mfg) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.49% (-1.01%)
Analysis last updated: Friday, February 13, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maruzen Co Ltd (Mfg) S0GARCH
paramt-stat
ω1.33125.17
α0.09056.66
β0.835034.56
γ1-0.1278-1.44
γ20.13580.97
γ3-0.0019-0.02
γ40.00210.02
γ50.01090.14
γ6-0.0862-0.93
γ70.24322.57
γ8-0.3661-4.11
γ90.30813.24
γ10-0.1603-2.22
Estimation Period:
Oct 6, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts