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V-Lab

Micronics Japan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:80.15% (-4.43%)
Analysis last updated: Sunday, February 15, 2026 at 01:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Micronics Japan Co Ltd SGARCH
paramt-stat
ω0.64745.20
α0.12867.70
β0.712619.29
γ1-0.1793-2.56
γ20.24472.16
γ3-0.0679-0.73
γ4-0.0310-0.42
γ50.10681.69
γ6-0.1919-2.43
γ70.19912.72
γ8-0.0920-1.62
γ90.09321.07
Estimation Period:
Apr 15, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts