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V-Lab

Micronics Japan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.48% (-3.91%)
Analysis last updated: Wednesday, February 11, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Micronics Japan Co Ltd S0GARCH
paramt-stat
ω0.66775.23
α0.12597.84
β0.724320.59
γ1-0.1645-2.32
γ20.22391.95
γ3-0.0621-0.66
γ4-0.0262-0.35
γ50.09441.47
γ6-0.1725-2.12
γ70.16662.22
γ8-0.0292-0.60
γ9-0.0610-1.72
Estimation Period:
Apr 15, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts