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V-Lab

Nishimatsu Construction Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.28% (+3.16%)
Analysis last updated: Sunday, February 15, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nishimatsu Construction Co SGARCH
paramt-stat
ω1.25319.08
α0.12547.94
β0.802429.96
γ1-0.0488-1.45
γ20.14962.94
γ3-0.1703-4.65
γ40.06341.70
γ50.09212.00
γ6-0.1956-3.12
γ70.17201.75
γ8-0.1028-0.76
γ90.08430.69
γ10-0.1581-1.08
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts