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V-Lab

Mitsubishi Pencil Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.62% (-1.96%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Pencil Co Ltd SGARCH
paramt-stat
ω1.49709.92
α0.18477.13
β0.569811.30
γ10.01300.49
γ2-0.0129-0.32
γ3-0.0272-0.95
γ40.09453.36
γ5-0.1278-4.33
γ60.11113.05
γ7-0.1008-2.10
γ80.08621.92
γ9-0.0668-1.47
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts