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Marubeni Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.09% (-1.27%)
Analysis last updated: Saturday, February 21, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marubeni Corp S0GARCH
paramt-stat
ω1.37514.89
α0.11699.76
β0.834156.57
γ10.02360.74
γ20.03280.73
γ3-0.1445-5.04
γ40.15005.68
γ5-0.1221-5.11
γ60.12704.83
γ7-0.0960-3.48
γ80.03181.57
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts