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Nihon Dengi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.63% (+4.31%)
Analysis last updated: Sunday, February 15, 2026 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Dengi Co Ltd S0GARCH
paramt-stat
ω1.94334.14
α0.13836.22
β0.728517.76
γ10.13400.85
γ2-0.0692-0.29
γ3-0.1971-0.82
γ40.19780.71
γ50.02090.10
γ6-0.1714-1.16
γ70.13721.11
γ8-0.1588-1.18
γ90.32241.96
γ10-0.3540-2.82
Estimation Period:
Mar 14, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts