Skip to main content
V-Lab

Mitsui E&S Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.75% (-1.64%)
Analysis last updated: Friday, February 13, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsui E&S Co Ltd SGARCH
paramt-stat
ω1.04817.56
α0.10067.25
β0.842545.12
γ10.05021.18
γ20.00350.05
γ3-0.1463-3.40
γ40.13463.12
γ5-0.0579-1.18
γ60.01430.31
γ70.06821.39
γ8-0.1613-2.04
γ90.24652.09
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts