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Mitsubishi Shokuhin Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 27, 2025 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Shokuhin Co Ltd S0GARCH
paramt-stat
ω0.90055.06
α0.12007.27
β0.787230.56
γ10.01400.24
γ2-0.1640-1.95
γ30.31575.86
γ4-0.2550-4.50
γ50.11502.22
γ6-0.0567-1.34
γ70.07791.74
γ8-0.0598-1.05
γ90.01080.19
Estimation Period:
Jul 14, 1995 to Sep 22, 2025
Impact of return on volatility tomorrow
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