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Maruzen Co Ltd (Mfg) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.53% (-0.99%)
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) SGARCH
paramt-stat
ω1.27104.96
α0.09106.66
β0.833634.46
γ1-0.1529-1.72
γ20.17241.23
γ3-0.0186-0.17
γ40.00710.08
γ50.01550.19
γ6-0.0959-1.03
γ70.25202.65
γ8-0.3684-3.91
γ90.29762.63
γ10-0.1191-0.87
Estimation Period:
Oct 6, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts