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Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.52% (-1.10%)
Analysis last updated: Saturday, February 21, 2026 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Denko Corp S0GARCH
paramt-stat
ω1.57207.23
α0.08036.34
β0.856643.82
γ10.03091.25
γ20.02840.78
γ3-0.1406-5.53
γ40.13645.80
γ5-0.0785-3.46
γ60.02070.61
γ70.00840.22
γ8-0.0036-0.14
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts