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Nishimatsu Construction Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.39% (+7.22%)
Analysis last updated: Friday, February 13, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nishimatsu Construction Co S0GARCH
paramt-stat
ω1.37829.50
α0.12387.46
β0.802227.53
γ10.02050.98
γ20.01800.56
γ3-0.0981-4.07
γ40.13255.20
γ5-0.1414-4.66
γ60.10193.44
γ7-0.0536-2.19
γ80.03391.14
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts