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V-Lab

Nepes Corporation Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.04% (-1.13%)
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 SGARCH
paramt-stat
ω0.98026.30
α0.04715.01
β0.870434.90
γ1-0.2577-4.21
γ20.41704.86
γ3-0.2448-4.34
γ40.12462.17
γ5-0.0950-1.56
γ60.18022.96
γ7-0.2663-4.10
γ80.26443.57
γ9-0.1983-1.59
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts