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V-Lab

Mitake Information Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.57% (-0.65%)
Analysis last updated: Sunday, February 8, 2026 at 04:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitake Information Corp SGARCH
paramt-stat
ω0.51034.25
α0.15525.27
β0.727817.14
γ1-1.0652-1.44
γ20.83780.69
γ30.29600.35
γ40.71931.12
γ5-1.5329-2.33
γ60.19290.25
γ72.05253.72
γ8-3.3703-6.55
γ94.08745.65
γ10-5.3891-4.60
Estimation Period:
Jun 6, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts