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V-Lab

Musashi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.99% (-3.14%)
Analysis last updated: Sunday, February 15, 2026 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Musashi Co Ltd SGARCH
paramt-stat
ω1.01185.00
α0.23827.49
β0.622315.29
γ1-0.0654-1.02
γ2-0.0045-0.05
γ30.17142.73
γ4-0.2173-3.32
γ50.20933.00
γ6-0.1200-2.07
γ7-0.0193-0.34
γ80.26762.43
Estimation Period:
Oct 31, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts