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Matsuya Co Ltd (Dept Store) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.05% (+4.26%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Matsuya Co Ltd (Dept Store) SGARCH
paramt-stat
ω1.10426.15
α0.10997.96
β0.789227.65
γ1-0.0210-0.43
γ20.05820.82
γ3-0.1292-3.14
γ40.22106.17
γ5-0.2148-5.56
γ60.11972.66
γ7-0.0603-1.37
γ80.04591.11
γ9-0.0172-0.35
γ10-0.0319-0.36
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts