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V-Lab

Maruichi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.63% (-4.74%)
Analysis last updated: Sunday, February 15, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maruichi Co Ltd S0GARCH
paramt-stat
ω0.31981.31
α0.24915.41
β0.519210.31
γ1-0.2159-0.70
γ20.13770.35
γ30.02300.17
γ40.12591.35
γ5-0.1320-1.56
γ60.23812.54
γ7-0.3753-3.55
γ80.31333.05
γ9-0.1449-1.96
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts