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V-Lab

Nepes Corporation Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.39% (-1.08%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nepes Corporation Ltd S0GARCH
paramt-stat
ω1.00376.53
α0.04715.01
β0.870034.88
γ1-0.2384-3.99
γ20.38504.58
γ3-0.2214-3.93
γ40.10471.82
γ5-0.0785-1.29
γ60.16632.73
γ7-0.2524-3.96
γ80.24564.04
γ9-0.1592-3.46
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts