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V-Lab

Nichirei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.30% (+0.18%)
Analysis last updated: Saturday, February 21, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp SGARCH
paramt-stat
ω1.53217.10
α0.12325.63
β0.797024.70
γ10.06921.89
γ2-0.0102-0.18
γ3-0.1952-4.87
γ40.24527.19
γ5-0.1673-5.04
γ60.11113.29
γ7-0.0892-2.30
γ80.03470.71
γ90.02550.35
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts