Skip to main content
V-Lab

Nihon House Holdings Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.10% (-0.96%)
Analysis last updated: Sunday, February 15, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon House Holdings Co SGARCH
paramt-stat
ω1.11976.57
α0.22317.55
β0.565111.97
γ10.06521.41
γ2-0.0761-0.98
γ3-0.0236-0.37
γ40.07471.29
γ5-0.1147-2.31
γ60.16743.85
γ7-0.1594-3.98
γ80.05421.06
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts