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V-Lab

Musashi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.45% (-3.51%)
Analysis last updated: Sunday, February 15, 2026 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Musashi Co Ltd S0GARCH
paramt-stat
ω1.01514.90
α0.21717.48
β0.660816.64
γ1-0.0651-0.99
γ2-0.0037-0.04
γ30.17012.65
γ4-0.2218-3.31
γ50.22943.20
γ6-0.1753-2.93
γ70.11692.10
γ8-0.0659-1.33
Estimation Period:
Oct 31, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts