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V-Lab

Maruwa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.09% (-2.67%)
Analysis last updated: Thursday, February 12, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maruwa Co Ltd S0GARCH
paramt-stat
ω0.98654.27
α0.11342.73
β0.52622.86
γ13.57852.54
γ2-5.3956-2.83
γ31.57651.03
γ42.43331.60
γ5-4.1393-3.31
γ62.58692.49
γ7-0.8286-1.08
Estimation Period:
Jan 14, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts