Skip to main content
V-Lab

Musashi Seimitsu Industry Co Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:105.48% (-13.52%)
Analysis last updated: Wednesday, February 11, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Musashi Seimitsu Industry Co SGARCH
paramt-stat
ω0.93566.82
α0.13575.89
β0.654713.88
γ1-0.1784-1.79
γ20.20671.37
γ30.10131.47
γ4-0.3323-5.00
γ50.33124.66
γ6-0.1638-2.57
γ70.10651.53
γ8-0.1583-1.37
γ90.08390.56
γ100.25131.66
Estimation Period:
Dec 15, 1998 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts