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NI Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.76% (-2.30%)
Analysis last updated: Friday, February 13, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NI Steel Co Ltd S0GARCH
paramt-stat
ω0.62785.77
α0.13749.56
β0.793133.17
γ1-0.0287-0.34
γ2-0.2252-1.75
γ30.48885.59
γ4-0.2602-3.46
γ5-0.1046-1.29
γ60.24772.47
γ7-0.1673-1.57
γ80.16471.79
γ9-0.3150-3.66
γ100.30724.16
Estimation Period:
Sep 13, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts