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Nippon Soda Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.53% (-0.23%)
Analysis last updated: Saturday, February 21, 2026 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Soda Co Ltd SGARCH
paramt-stat
ω1.19017.24
α0.10017.59
β0.806131.32
γ1-0.0592-1.83
γ20.13372.84
γ3-0.1506-4.76
γ40.15815.03
γ5-0.1607-4.48
γ60.12353.21
γ7-0.0634-1.52
γ80.00900.19
γ90.01410.24
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts