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Matsuya Co Ltd (Dept Store) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.52% (-2.91%)
Analysis last updated: Wednesday, February 11, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Matsuya Co Ltd (Dept Store) S0GARCH
paramt-stat
ω1.11646.16
α0.11077.95
β0.786627.11
γ1-0.0038-0.08
γ20.02510.35
γ3-0.0966-2.35
γ40.18825.24
γ5-0.1860-4.82
γ60.09812.19
γ7-0.0461-1.06
γ80.04021.03
γ9-0.0255-0.69
γ100.00780.28
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts