Skip to main content
V-Lab

Maruichi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.54% (+6.50%)
Analysis last updated: Friday, February 13, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Maruichi Co Ltd SGARCH
paramt-stat
ω0.31601.34
α0.24005.45
β0.50179.22
γ1-0.2214-0.72
γ20.15020.38
γ30.00850.06
γ40.14161.56
γ5-0.1513-1.84
γ60.26912.94
γ7-0.4354-4.17
γ80.43993.90
γ9-0.4587-2.63
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts