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Matsuda Sangyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.89% (+5.84%)
Analysis last updated: Friday, February 13, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Matsuda Sangyo Co Ltd S0GARCH
paramt-stat
ω0.49044.05
α0.14808.06
β0.741027.59
γ1-0.1118-1.15
γ2-0.0660-0.49
γ30.40935.00
γ4-0.3754-4.53
γ50.12821.58
γ60.05000.75
γ7-0.0033-0.05
γ8-0.0020-0.03
γ9-0.0901-1.21
γ100.08151.50
Estimation Period:
Aug 28, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts