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V-Lab

Mitsubishi Pencil Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.23% (+43.01%)
Analysis last updated: Sunday, February 15, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Pencil Co Ltd S0GARCH
paramt-stat
ω1.44699.60
α0.18277.10
β0.573711.34
γ10.00540.20
γ2-0.0048-0.12
γ3-0.0242-0.84
γ40.08513.02
γ5-0.1160-3.91
γ60.09982.72
γ7-0.0907-1.88
γ80.07501.66
γ9-0.0385-1.29
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts